Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/30/2016.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| GE SAVINGS AND SECURITY PROGRAM PLAN Strategic Asset Allocation - Optimal Moderate | 7.13% | NA | 9.65% | 5.62% | 9.11% | 6.00% | 7.42% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GE SAVINGS AND SECURITY PROGRAM PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/30/2016 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/30/2016.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.17 | 9.65 | 5.62 | 9.11 | 6.00 | 7.42 | NA | 7.13 | 8.58 | -0.99 | 6.76 | 14.09 | 11.89 | 1.54 | 15.29 | 22.08 | -23.85 | 8.77 | 11.12 | 8.11 | 13.69 | 23.18 | -7.12 | 5.27 |
| Sharpe Ratio | NA | 0.93 | 0.59 | 1.00 | 0.41 | NA | NA | 0.52 | 0.97 | -0.12 | 1.05 | 1.94 | 1.46 | 0.10 | 1.19 | 1.25 | -1.11 | 0.62 | 1.03 | 0.84 | 1.64 | 2.63 | -0.72 | 0.29 |
| Standard Deviation(%) | NA | 8.61 | 7.95 | 7.85 | 12.58 | NA | NA | 11.34 | 8.62 | 8.63 | 6.44 | 7.25 | 8.12 | 14.84 | 12.74 | 17.58 | 22.23 | 9.27 | 7.59 | 7.05 | 7.77 | 8.53 | 11.48 | 10.12 |
| Draw Down(%) | NA | 7.15 | 11.98 | 11.98 | 37.01 | NA | NA | 37.01 | 6.84 | 8.97 | 5.47 | 6.33 | 6.84 | 13.99 | 9.91 | 16.92 | 34.42 | 5.56 | 8.31 | 4.62 | 7.21 | 7.23 | 16.20 | 12.46 |
| Yield(%) | NA | 3.36 | 3.42 | 3.62 | 3.25 | NA | NA | 3.35 | 3.39 | 2.03 | 4.91 | 4.29 | 3.44 | 2.59 | 2.13 | 1.95 | 2.25 | 5.43 | 4.15 | 3.20 | 2.62 | 3.05 | 2.22 | 5.91 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GE SAVINGS AND SECURITY PROGRAM PLAN Strategic Asset Allocation - Optimal Moderate |
-7.56%
Feb 2006 - Feb 2009 |
-0.65%
Feb 2004 - Feb 2009 |
5.13%
Jan 2006 - Jan 2016 |
6.36%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GE SAVINGS AND SECURITY PROGRAM PLAN Strategic Asset Allocation - Optimal Moderate |
19.78%
Feb 2009 - Feb 2012 |
15.89%
Feb 2009 - Feb 2014 |
9.20%
Mar 2003 - Mar 2013 |
7.38%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart