Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITVYX (GE Core Value Equity Y ) | NA | 21.36% | 3.17% | 5.01% | 3.75% | NA | NA | 3.58% |
Data as of 02/22/2011, AR inception is 09/25/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITVYX (GE Core Value Equity Y ) | 09/25/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.65 | 21.36 | 3.17 | 5.01 | 3.75 | NA | NA | 3.58 | 7.99 | 11.41 | 25.81 | -33.07 | 10.50 | 18.54 | 4.03 | 9.34 | 23.82 | -17.48 | -8.87 | 1.15 |
| Sharpe Ratio | NA | 1.24 | 0.10 | 0.15 | 0.11 | NA | NA | 0.09 | 7.31 | 0.63 | 0.91 | -0.88 | 0.50 | 1.59 | 0.19 | 0.80 | 1.46 | -0.78 | -0.65 | 0.01 |
| Standard Deviation(%) | NA | 17.18 | 29.55 | 24.59 | 20.96 | NA | NA | 20.65 | 10.10 | 17.98 | 28.22 | 38.62 | 15.07 | 9.60 | 9.85 | 10.43 | 15.86 | 23.95 | 17.46 | 22.63 |
| Draw Down(%) | NA | 15.73 | 48.82 | 50.82 | 50.82 | NA | NA | 50.82 | 1.69 | 15.73 | 26.66 | 44.82 | 8.11 | 7.82 | 6.20 | 7.01 | 13.37 | 30.16 | 23.46 | 9.64 |
| Yield(%) | 0.00 | 0.98 | 1.28 | 6.37 | 4.57 | 3.21 | 2.40 | 4.81 | 0.00 | 0.95 | 1.24 | 1.95 | 18.21 | 9.60 | 8.50 | 4.48 | 1.03 | 0.99 | 0.70 | 5.99 |
Data as of 02/22/2011, AR inception is 09/25/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITVYX (GE Core Value Equity Y ) |
-11.15%
Feb 2006 - Feb 2009 |
-4.26%
Feb 2004 - Feb 2009 |
1.89%
Oct 2000 - Oct 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITVYX (GE Core Value Equity Y ) |
15.20%
Mar 2003 - Mar 2006 |
14.88%
Sep 2002 - Sep 2007 |
2.75%
Jan 2001 - Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart