Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GE SAVINGS AND SECURITY PROGRAM PLAN Tactical Asset Allocation Moderate | NA | 3.55% | 1.49% | 3.74% | 4.62% | 6.20% | NA | … | … |
Data as of 09/30/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GE SAVINGS AND SECURITY PROGRAM PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| 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 (%) | 0.14 | 3.55 | 1.49 | 3.74 | 4.62 | 6.20 | NA | … | … | 5.24 | -6.16 | 0.86 | 13.65 | 3.79 | 3.60 | 3.41 | 8.14 | -1.21 | 9.56 | 13.21 | 3.78 | 12.04 | 17.95 | 7.26 | 7.12 |
| Sharpe Ratio | NA | -5.89 | -4.48 | -3.18 | -2.23 | NA | NA | … | … | -6.08 | -4.93 | -3.00 | -0.69 | -2.59 | -1.76 | -1.39 | -1.22 | -3.87 | -1.29 | -1.24 | -2.98 | -0.93 | -0.22 | -2.87 | -2.81 |
| Standard Deviation(%) | NA | 4.76 | 5.24 | 5.74 | 7.42 | NA | NA | … | … | 4.76 | 5.01 | 5.89 | 7.05 | 5.70 | 8.50 | 10.91 | 8.60 | 5.37 | 9.66 | 7.35 | 5.79 | 8.15 | 6.08 | 4.36 | 5.00 |
| Draw Down(%) | NA | 2.81 | 10.90 | 10.90 | 10.90 | NA | NA | … | … | 2.81 | 8.29 | 6.27 | 5.31 | 4.88 | 7.23 | 10.58 | 4.78 | 6.23 | 6.86 | 7.70 | 3.97 | 7.93 | 3.25 | 2.78 | 3.49 |
| Yield(%) | NA | 1.37 | 2.50 | 2.62 | 3.09 | NA | NA | … | … | 1.37 | 1.72 | 4.42 | 2.81 | 2.78 | 2.94 | 2.66 | 4.74 | 4.22 | 3.15 | 3.03 | 3.00 | 2.64 | 3.31 | 4.38 | 6.59 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| GE SAVINGS AND SECURITY PROGRAM PLAN Tactical Asset Allocation Moderate |
0.11%
Nov 2013 – Nov 2016 |
2.14%
Apr 2011 – Apr 2016 |
4.01%
Nov 2006 – Nov 2016 |
5.97%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GE SAVINGS AND SECURITY PROGRAM PLAN Tactical Asset Allocation Moderate |
13.41%
Apr 2003 – Apr 2006 |
12.18%
Oct 2002 – Oct 2007 |
8.53%
Apr 2001 – Apr 2011 |
6.36%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison Chart