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 Strategic Asset Allocation – Optimal Moderate | NA | 7.19% | 6.50% | 8.07% | 5.87% | 6.85% | 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 Strategic Asset Allocation – Optimal 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 (%) | -0.21 | 7.19 | 6.50 | 8.07 | 5.87 | 6.85 | NA | … | … | 6.71 | 0.50 | 5.03 | 16.69 | 13.15 | -0.61 | 14.83 | 27.99 | -28.61 | 8.22 | 13.34 | 6.20 | 8.74 | 19.39 | 4.19 | 2.06 |
| Sharpe Ratio | NA | 0.60 | 0.55 | 1.08 | 0.40 | NA | NA | … | … | 0.75 | 0.05 | 0.75 | 2.36 | 1.67 | -0.05 | 1.18 | 1.58 | -1.33 | 0.55 | 1.39 | 0.67 | 1.10 | 2.44 | 0.74 | -0.05 |
| Standard Deviation(%) | NA | 8.97 | 8.02 | 7.96 | 12.43 | NA | NA | … | … | 8.75 | 8.65 | 6.72 | 7.06 | 7.83 | 13.79 | 12.45 | 17.64 | 22.14 | 9.52 | 7.22 | 5.98 | 7.06 | 7.67 | 4.20 | 4.91 |
| Draw Down(%) | NA | 9.14 | 10.92 | 10.92 | 40.77 | NA | NA | … | … | 7.61 | 8.36 | 5.32 | 5.36 | 6.42 | 12.52 | 10.45 | 17.42 | 37.76 | 6.24 | 7.92 | 5.08 | 6.78 | 4.62 | 2.52 | 4.07 |
| Yield(%) | NA | 6.01 | 5.05 | 4.10 | 4.50 | NA | NA | … | … | 0.91 | 6.22 | 4.85 | 4.81 | 3.64 | 2.10 | 2.46 | 2.20 | 4.30 | 9.22 | 5.92 | 4.74 | 3.98 | 2.87 | 5.55 | 7.16 |
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 Strategic Asset Allocation – Optimal Moderate |
-9.20%
Feb 2006 – Feb 2009 |
-2.46%
Feb 2004 – Feb 2009 |
5.07%
Feb 2006 – Feb 2016 |
6.29%
Feb 2001 – Feb 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 Strategic Asset Allocation – Optimal Moderate |
20.65%
Feb 2009 – Feb 2012 |
16.92%
Feb 2009 – Feb 2014 |
7.82%
Mar 2003 – Mar 2013 |
7.01%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart