Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GCSTX (GE Conservative Strategy) | NA | -11.53% | -0.48% | 1.34% | NA | NA | NA | … | … |
Data as of 07/28/2009, Common starting date is 09/25/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCSTX (GE Conservative Strategy) | 09/25/2000 | 07/28/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.53 | -0.48 | 1.34 | NA | NA | NA | … | … | 4.09 | -19.34 | 8.45 | 10.03 | 1.94 | 3.73 | 10.22 | -12.62 | -4.72 | -3.65 |
| Sharpe Ratio | NA | -0.60 | -0.17 | -0.06 | NA | NA | NA | … | … | 0.58 | -1.10 | 0.65 | 0.94 | -0.04 | 0.46 | 1.50 | -1.09 | -0.90 | -1.35 |
| Standard Deviation(%) | NA | 19.84 | 13.31 | 10.95 | NA | NA | NA | … | … | 12.36 | 18.35 | 8.44 | 7.16 | 5.10 | 6.00 | 6.34 | 12.54 | 7.92 | 12.82 |
| Draw Down(%) | NA | 24.71 | 29.87 | 29.87 | NA | NA | NA | … | … | 11.66 | 27.91 | 4.03 | 5.02 | 3.01 | 5.07 | 5.36 | 14.00 | 9.79 | 5.53 |
| Yield(%) | 0.00 | 5.43 | 4.20 | 2.73 | 1.20 | 0.80 | 0.60 | … | … | 0.73 | 4.61 | 3.44 | 3.36 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/28/2009, Common starting date is 09/25/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCSTX (GE Conservative Strategy) |
-4.63%
Oct 2000 – Oct 2003 |
-1.58%
Oct 2000 – Oct 2005 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCSTX (GE Conservative Strategy) |
7.27%
Sep 2004 – Sep 2007 |
6.86%
Feb 2003 – Feb 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
