Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITGAX (GE Government Securities A) | NA | 0.93% | 2.04% | 3.64% | 4.06% | NA | NA | … | … |
Data as of 02/22/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITGAX (GE Government Securities 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 (%) | 0.12 | 0.93 | 2.04 | 3.64 | 4.06 | NA | NA | … | … | -1.49 | 3.05 | -3.57 | 10.47 | 7.92 | 2.05 | 2.11 | 2.53 | 1.56 | 10.84 | 6.31 | 11.95 | -2.55 | 8.28 | 9.32 | 5.90 |
| Sharpe Ratio | NA | 0.20 | 0.32 | 0.46 | 0.55 | NA | NA | … | … | -2.12 | 0.76 | -0.61 | 1.48 | 1.26 | -0.40 | -0.02 | 0.37 | 0.16 | 1.95 | 0.69 | 1.82 | -1.22 | 1.07 | -12.50 | 1.94 |
| Standard Deviation(%) | NA | 4.12 | 5.51 | 4.89 | 4.82 | NA | NA | … | … | 4.87 | 3.89 | 5.99 | 6.43 | 3.89 | 3.11 | 3.31 | 4.26 | 5.46 | 4.99 | 5.88 | 4.33 | 4.74 | 4.66 | 3.66 | 4.12 |
| Draw Down(%) | NA | 5.03 | 6.84 | 6.84 | 6.84 | NA | NA | … | … | 2.05 | 4.12 | 6.30 | 4.13 | 2.23 | 2.43 | 2.60 | 4.96 | 6.44 | 2.68 | 5.18 | 3.86 | 4.69 | 3.79 | 2.08 | 1.68 |
| Yield(%) | 0.00 | 3.91 | 3.26 | 3.60 | 3.75 | 4.64 | 3.48 | … | … | 0.00 | 4.06 | 2.49 | 3.50 | 4.06 | 3.69 | 3.33 | 2.61 | 3.13 | 4.18 | 5.14 | 7.31 | 6.50 | 6.24 | 6.95 | 4.15 |
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 |
|---|---|---|---|---|
| ITGAX (GE Government Securities A) |
0.12%
May 2003 – May 2006 |
2.51%
May 2003 – May 2008 |
4.13%
Jan 2001 – Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITGAX (GE Government Securities A) |
10.59%
May 2000 – May 2003 |
7.44%
Oct 1996 – Oct 2001 |
5.50%
Aug 1996 – Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
