Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ITVBX (GE Core Value Equity B) | NA | 20.13% | 2.13% | 3.71% | 2.59% | NA | NA | 7.49% |
Data as of 02/22/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ITVBX (GE Core Value Equity B) | 06/21/1996 | 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 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 1.61 | 20.13 | 2.13 | 3.71 | 2.59 | NA | NA | 7.49 | 7.84 | 10.28 | 24.51 | -33.66 | 9.01 | 16.27 | 2.98 | 8.33 | 22.56 | -18.41 | -9.77 | -0.47 | 17.62 | 23.59 | 33.34 | 13.75 |
Sharpe Ratio | NA | 1.17 | 0.06 | 0.09 | 0.06 | NA | NA | 0.11 | 7.25 | 0.57 | 0.87 | -0.90 | 0.40 | 1.36 | 0.08 | 0.72 | 1.39 | -0.82 | -0.71 | -0.23 | 0.88 | 1.08 | -1.13 | 1.89 |
Standard Deviation(%) | NA | 17.17 | 29.46 | 24.53 | 20.90 | NA | NA | 19.79 | 9.94 | 17.97 | 28.19 | 38.40 | 15.07 | 9.56 | 9.78 | 10.30 | 15.78 | 23.92 | 17.41 | 19.54 | 16.40 | 18.85 | 19.25 | 12.76 |
Draw Down(%) | NA | 15.81 | 49.19 | 51.49 | 51.49 | NA | NA | 51.49 | 1.75 | 15.81 | 26.66 | 45.24 | 8.16 | 7.95 | 6.27 | 7.15 | 13.42 | 30.51 | 23.93 | 10.24 | 10.74 | 18.68 | 10.91 | 7.36 |
Yield(%) | 0.00 | 0.00 | 0.55 | 6.17 | 4.08 | 7.81 | 5.86 | 8.37 | 0.00 | 0.00 | 0.77 | 1.03 | 19.51 | 9.63 | 8.15 | 3.33 | 0.00 | 0.00 | 0.32 | 6.35 | 6.89 | 4.19 | 40.15 | 8.98 |
Data as of 02/22/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ITVBX (GE Core Value Equity B) |
-12.40%
Feb 2006 - Feb 2009 |
-5.45%
Feb 2004 - Feb 2009 |
-2.05%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ITVBX (GE Core Value Equity B) |
28.33%
Jul 1996 - Jul 1999 |
16.33%
Jul 1996 - Jul 2001 |
9.12%
Aug 1996 - Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart