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General Electric Co

Provider: Exchange
Annualised Return 2.19%
Realised Volatility 33.4%
Downside Volatility 22%
Max Drawdown -78.64%
Winning months 51.39%
Sharpe Ratio 0.07
Sortino Ratio 0.1
Calmar Ratio 0.03
Viking Ratio 0.21
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 3.75% 18.48% 11.88% 15.97% 2.05% -3.74% 7.25% 2.6% 8.15% -8.91% 6.04% -9.53% 62.95%
2023 21.94% 5.26% 12.96% 3.53% 2.59% 8.19% 4.07% 0.19% -3.35% -1.74% 12.12% 4.85% 93.96%
2022 0.01% 1.09% -4.11% -18.52% 5.02% -18.58% 16.08% -0.64% -15.6% 25.68% 10.49% -2.44% -10.92%
2021 -1.11% 17.42% 4.78% -0.08% 7.16% -4.19% -3.79% 1.75% -2.18% 1.79% -9.42% -0.46% 9.69%
2020 11.56% -12.61% -26.95% -14.36% -3.38% 4.11% -11.13% 4.45% -1.57% 19.1% 37.2% 6.19% -2.73%
2019 34.21% 6.29% -3.75% 1.8% -7.18% 11.34% -0.48% -21.05% 8.48% 11.63% 12.93% -0.89% 53.85%
2018 -7.34% -12.02% -4.46% 4.38% 0.07% -2.48% 0.15% -5.06% -11.92% -10.54% -25.74% 1.07% -55.39%
2017 -6.01% 1.17% -0.03% -2.72% -5.55% -0.52% -5.18% -4.14% -0.52% -16.63% -9.28% -3.93% -42.92%
2016 -6.58% 0.94% 9.09% -3.27% -1.69% 4.92% -1.08% 0.32% -4.45% -1.76% 5.7% 3.5% 4.62%
2015 -5.46% 9.79% -4.54% 9.15% 0.7% -1.74% -1.77% -4.9% 2.28% 14.94% 3.53% 4.82% 27.53%
2014 -10.35% 2.24% 1.65% 3.86% -0.37% -1.09% -4.3% 3.3% -0.55% 0.74% 2.63% -3.71% -6.66%
2013 6.15% 5.07% -0.43% -3.59% 4.62% 0.24% 5.09% -5.05% 4.04% 9.42% 1.99% 5.99% 37.86%
2012 4.47% 2.72% 5.35% -2.44% -2.5% 10.1% -0.43% -0.19% 10.49% -7.27% 0.33% 0.24% 21.25%
2011 10.11% 4.59% -4.16% 2% -3.96% -3.18% -5.04% -8.93% -5.79% 9.79% -4.79% 13.66% 1.34%
2010 6.28% 0.5% 13.33% 3.63% -13.31% -11.24% 11.79% -10.17% 13.05% -1.42% -1.19% 16.45% 24.29%
2009 -25.12% -27.78% 18.8% 25.12% 6.56% -12.34% 14.33% 3.73% 18.83% -13.15% 12.34% -4.94% -1.86%
2008 -4.61% -5.43% 11.68% -11.65% -6.06% -12.15% 5.99% -0.67% -8.03% -23.49% -11.99% -3.84% -53.94%
2007 -4.48% -2.4% 1.29% 4.24% 1.95% 2.6% 1.25% 0.28% 7.23% -0.58% -6.97% -2.36% 1.24%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).