Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| General Electric 401K Asset Allocation Composite Moderate | NA | 13.49% | 0.29% | 5.65% | 4.69% | 6.30% | 6.46% | 6.92% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| General Electric 401K Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.23 | 13.49 | 0.29 | 5.65 | 4.69 | 6.30 | 6.46 | 6.92 | NA | 2.61 | 8.67 | -14.63 | 7.58 | 18.17 | 18.40 | -4.76 | 8.29 | 7.90 | -7.19 | 6.10 | 15.19 | 11.02 | 2.41 | 10.93 | 14.19 | 2.00 | 6.13 | 8.47 | 5.11 | 7.95 | 19.91 | 2.35 | 2.31 |
| Sharpe Ratio | NA | -0.37 | -0.49 | 0.32 | 0.32 | NA | NA | 0.65 | 0.33 | -0.51 | 0.65 | -1.74 | 0.79 | 1.87 | 2.67 | -0.70 | 1.67 | 1.19 | -1.05 | 1.01 | 2.18 | 1.58 | 0.18 | 1.23 | 1.50 | 0.22 | 0.34 | 0.62 | 0.37 | 0.76 | 2.32 | 0.40 | 0.01 |
| Standard Deviation(%) | NA | 7.84 | 8.02 | 8.59 | 7.78 | NA | NA | 7.87 | 7.19 | 7.84 | 6.80 | 9.22 | 9.60 | 9.62 | 6.37 | 8.62 | 4.59 | 6.45 | 6.84 | 6.04 | 6.94 | 6.94 | 13.40 | 8.85 | 9.41 | 4.77 | 9.27 | 8.42 | 8.03 | 9.21 | 8.29 | 3.08 | 0.05 |
| Draw Down(%) | NA | 8.45 | 16.29 | 20.02 | 20.02 | NA | NA | 20.02 | 1.57 | 7.79 | 6.06 | 15.54 | 4.34 | 6.54 | 2.76 | 10.31 | 1.97 | 3.78 | 10.54 | 3.97 | 3.77 | 5.15 | 11.72 | 7.54 | 5.16 | 6.17 | 4.66 | 7.87 | 4.93 | 7.28 | 3.90 | 2.35 | 0.00 |
| Yield(%) | NA | 3.69 | 2.19 | 2.30 | 2.42 | NA | NA | 2.75 | NA | 0.75 | 3.42 | 1.49 | 1.00 | 1.73 | 3.59 | 3.21 | 1.76 | 1.63 | 1.50 | 4.67 | 3.66 | 2.91 | 2.53 | 1.55 | 3.97 | 3.27 | 6.17 | 4.82 | 2.11 | 1.81 | 2.19 | 1.20 | 2.31 |
Data as of 11/29/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| General Electric 401K Asset Allocation Composite Moderate |
-1.68%
Apr 2021 - Apr 2024 |
1.85%
Dec 2013 - Dec 2018 |
3.66%
Oct 2013 - Oct 2023 |
5.65%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| General Electric 401K Asset Allocation Composite Moderate |
14.60%
Dec 2018 - Dec 2021 |
11.83%
Jun 2009 - Jun 2014 |
9.32%
Apr 2003 - Apr 2013 |
8.04%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart