Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ITVAX (GE Core Value Equity A) | NA | 21.10% | 2.93% | 4.51% | 3.41% | NA | NA | 6.76% |
Data as of 02/22/2011, AR inception is 02/11/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ITVAX (GE Core Value Equity A) | 02/11/1997 | 02/22/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 1.63 | 21.10 | 2.93 | 4.51 | 3.41 | NA | NA | 6.76 | 7.99 | 11.21 | 25.48 | -33.25 | 9.80 | 17.26 | 3.70 | 9.47 | 23.64 | -17.67 | -9.11 | 0.25 | 18.20 | 24.21 | 24.85 |
Sharpe Ratio | NA | 1.23 | 0.09 | 0.13 | 0.10 | NA | NA | 0.24 | 7.38 | 0.62 | 0.90 | -0.89 | 0.45 | 1.47 | 0.16 | 0.82 | 1.46 | -0.78 | -0.67 | -0.19 | 0.91 | 1.10 | 1.25 |
Standard Deviation(%) | NA | 17.06 | 29.46 | 24.53 | 20.90 | NA | NA | 20.06 | 10.01 | 17.92 | 28.24 | 38.48 | 15.07 | 9.57 | 9.74 | 10.39 | 15.77 | 23.92 | 17.42 | 19.56 | 16.41 | 18.93 | 19.82 |
Draw Down(%) | NA | 15.76 | 48.93 | 51.06 | 51.06 | NA | NA | 51.06 | 1.66 | 15.76 | 26.72 | 44.91 | 8.09 | 7.79 | 6.20 | 6.79 | 13.38 | 30.27 | 23.56 | 10.16 | 10.61 | 18.65 | 10.83 |
Yield(%) | 0.00 | 0.84 | 1.20 | 6.63 | 4.64 | 6.87 | 5.15 | 7.36 | 0.00 | 0.82 | 1.15 | 1.92 | 19.44 | 10.31 | 8.69 | 4.42 | 0.82 | 0.82 | 0.49 | 6.20 | 6.79 | 4.32 | 37.14 |
Data as of 02/22/2011, AR inception is 02/11/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ITVAX (GE Core Value Equity A) |
-11.76%
Feb 2006 - Feb 2009 |
-4.68%
Feb 2004 - Feb 2009 |
-1.28%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ITVAX (GE Core Value Equity A) |
24.98%
Mar 1997 - Mar 2000 |
14.42%
Sep 2002 - Sep 2007 |
9.09%
Mar 1997 - Mar 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart