Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEGEX (GE Global Equity A) | NA | 21.16% | -3.31% | 3.12% | 3.04% | NA | NA | … | … |
Data as of 02/22/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEGEX (GE Global Equity A) | 06/21/1996 | 02/22/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.05 | 21.16 | -3.31 | 3.12 | 3.04 | NA | NA | … | … | 5.88 | 11.33 | 26.63 | -43.57 | 19.72 | 20.64 | 13.02 | 10.47 | 28.09 | -20.42 | -18.09 | -8.01 | 36.26 | 16.39 | 6.10 | 6.34 |
| Sharpe Ratio | NA | 1.19 | -0.12 | 0.07 | 0.08 | NA | NA | … | … | 4.57 | 0.61 | 0.97 | -1.11 | 0.94 | 1.36 | 1.21 | 0.94 | 1.94 | -1.04 | -1.38 | -0.82 | 2.47 | 0.65 | -3.79 | 1.21 |
| Standard Deviation(%) | NA | 17.70 | 30.11 | 25.81 | 21.11 | NA | NA | … | … | 11.12 | 18.57 | 27.33 | 40.08 | 17.81 | 12.84 | 8.98 | 10.15 | 14.15 | 20.62 | 14.98 | 14.75 | 13.39 | 20.16 | 12.91 | 7.30 |
| Draw Down(%) | NA | 15.65 | 57.02 | 58.30 | 58.30 | NA | NA | … | … | 2.09 | 15.65 | 26.36 | 53.48 | 10.43 | 15.73 | 6.55 | 8.43 | 14.27 | 29.57 | 30.70 | 16.21 | 6.34 | 30.35 | 12.52 | 6.00 |
| Yield(%) | 0.00 | 0.16 | 1.56 | 4.24 | 2.60 | 5.16 | 3.87 | … | … | 0.00 | 0.16 | 1.25 | 3.59 | 13.26 | 0.61 | 0.68 | 0.53 | 0.22 | 0.37 | 0.36 | 15.31 | 9.76 | 4.74 | 10.88 | 6.20 |
Data as of 02/22/2011, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEGEX (GE Global Equity A) |
-18.31%
Mar 2000 – Mar 2003 |
-4.98%
Mar 1998 – Mar 2003 |
-1.55%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEGEX (GE Global Equity A) |
22.51%
Oct 2004 – Oct 2007 |
19.63%
Sep 2002 – Sep 2007 |
8.68%
Oct 1997 – Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart