Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 401K INVESTMENT PLAN FOR SELECTED GE CAPITAL COMPANIES Tactical Asset Allocation Moderate | NA | 5.15% | 2.80% | 3.77% | 5.32% | 6.09% | NA | … | … |
Data as of 08/31/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 401K INVESTMENT PLAN FOR SELECTED GE CAPITAL COMPANIES Tactical Asset Allocation Moderate | 12/31/2000 | 11/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.36 | 5.15 | 2.80 | 3.77 | 5.32 | 6.09 | NA | … | … | 5.35 | -2.52 | -2.16 | 15.51 | 3.74 | -1.32 | 6.82 | 12.63 | -0.54 | 10.72 | 12.84 | 3.65 | 8.51 | 18.73 | 1.30 | 5.41 |
| Sharpe Ratio | NA | 1.09 | 0.08 | 0.64 | 0.59 | NA | NA | … | … | 1.12 | -0.50 | -0.34 | 2.15 | 0.73 | -0.14 | 0.64 | 1.59 | -0.50 | 0.73 | 1.27 | 0.27 | 1.04 | 3.41 | 0.05 | 1.02 |
| Standard Deviation(%) | NA | 4.56 | 5.44 | 5.74 | 7.41 | NA | NA | … | … | 4.61 | 5.05 | 6.35 | 7.20 | 5.07 | 9.70 | 10.53 | 7.89 | 2.97 | 10.50 | 7.52 | 5.55 | 7.30 | 5.30 | 4.21 | 3.04 |
| Draw Down(%) | NA | 3.60 | 6.37 | 6.37 | 9.57 | NA | NA | … | … | 3.60 | 6.00 | 5.25 | 4.98 | 4.51 | 9.57 | 9.53 | 4.37 | 2.15 | 7.14 | 9.57 | 5.33 | 7.08 | 2.82 | 5.29 | 2.61 |
| Yield(%) | NA | 2.77 | 2.81 | 2.46 | 2.79 | NA | NA | … | … | 1.53 | 2.55 | 1.67 | 3.32 | 3.27 | 1.53 | 2.62 | 2.15 | 2.41 | 5.38 | 3.30 | 3.88 | 3.56 | 4.38 | 4.19 | 6.65 |
Data as of 08/31/2016, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401K INVESTMENT PLAN FOR SELECTED GE CAPITAL COMPANIES Tactical Asset Allocation Moderate |
0.77%
Oct 2013 – Oct 2016 |
1.86%
Feb 2011 – Feb 2016 |
4.79%
Apr 2006 – Apr 2016 |
5.85%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401K INVESTMENT PLAN FOR SELECTED GE CAPITAL COMPANIES Tactical Asset Allocation Moderate |
12.70%
Apr 2003 – Apr 2006 |
11.50%
Oct 2002 – Oct 2007 |
8.27%
Apr 2001 – Apr 2011 |
6.17%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart