Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITVCX (GE Core Value Equity C) | NA | 20.21% | 2.16% | 3.73% | NA | NA | NA | 3.09% |
Data as of 02/22/2011, AR inception is 10/30/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITVCX (GE Core Value Equity C) | 10/30/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.63 | 20.21 | 2.16 | 3.73 | NA | NA | NA | 3.09 | 7.85 | 10.32 | 24.53 | -33.71 | 8.99 | 16.39 | -5.22 | 5.00 | 22.52 | -18.62 | 6.33 |
| Sharpe Ratio | NA | 1.18 | 0.06 | 0.09 | NA | NA | NA | 0.08 | 7.24 | 0.57 | 0.86 | -0.90 | 0.40 | 1.37 | -0.58 | 0.38 | 1.39 | -0.82 | 3.76 |
| Standard Deviation(%) | NA | 17.07 | 29.49 | 24.56 | NA | NA | NA | 20.96 | 9.98 | 17.91 | 28.26 | 38.51 | 15.11 | 9.62 | 12.78 | 10.80 | 15.76 | 23.94 | 11.50 |
| Draw Down(%) | NA | 15.93 | 49.24 | 51.56 | NA | NA | NA | 51.56 | 1.66 | 15.93 | 26.80 | 45.35 | 8.14 | 7.91 | 9.46 | 7.08 | 13.48 | 30.54 | 3.72 |
| Yield(%) | 0.00 | 0.00 | 0.70 | 6.32 | 3.46 | 2.31 | 1.73 | 3.84 | 0.00 | 0.00 | 0.69 | 1.49 | 19.67 | 9.90 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/22/2011, AR inception is 10/30/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITVCX (GE Core Value Equity C) |
-12.37%
Feb 2006 - Feb 2009 |
-7.55%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITVCX (GE Core Value Equity C) |
11.91%
Sep 2002 - Sep 2005 |
10.86%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart