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General Electric Co

Provider: Exchange
Annualised Return 8.52%
Realised Volatility 28.3%
Downside Volatility 18.82%
Max Drawdown -81.08%
Winning months 52.87%
Sharpe Ratio 0.3
Sortino Ratio 0.45
Calmar Ratio 0.11
Viking Ratio 0.27
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 3.75% 18.48% 11.88% 15.8% 2.05% -3.74% 7.25% 2.6% 8.15% -2.49% 81.55%
2023 23.09% 5.26% 12.96% 3.53% 2.59% 8.19% 4.07% 0.19% -3.35% -1.74% 12.12% 4.85% 95.79%
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% 6.39% -3.75% 1.8% -7.18% 11.34% -0.48% -21.05% 8.48% 11.63% 12.93% -0.89% 53.98%
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% 2.52% 14.67% 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% 1.99% -3.96% -3.18% -5.04% -8.93% -5.79% 9.79% -4.79% 13.66% 1.34%
2010 6.28% 0.5% 13.32% 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% -3.83% -53.94%
2007 -3.12% -2.4% 1.29% 4.24% 1.95% 2.6% 1.25% 0.28% 7.23% -0.58% -6.97% -2.36% 2.68%
2006 -6.56% 1.12% 5.81% -0.55% -0.95% -3.07% -0.82% 4.19% 4.39% -0.54% 0.48% 6.25% 9.33%
2005 -1.01% -1.96% 2.44% 0.39% 0.77% -4.43% -0.43% -2.58% 0.84% 0.71% 5.34% -1.18% -1.43%
2004 8.55% -2.71% -6.15% -1.87% 3.91% 4.74% 2.62% -1.38% 3.02% 1.61% 3.63% 3.84% 20.67%
2003 -4.97% 4.76% 6.03% 15.49% -2.55% 0.58% -0.84% 3.97% 1.44% -2.68% -1.17% 8.77% 30.73%
2002 -7.31% 4.12% -2.73% -15.75% -1.3% -6.13% 10.84% -6.37% -17.67% 2.43% 7.41% -9.53% -37.68%
2001 -4.08% 1.13% -9.65% 15.93% 0.97% -0.51% -10.48% -5.79% -8.81% -2.12% 5.74% 4.57% -15.06%
2000 -13.41% -1.21% 17.91% 1.04% 0.4% 0.71% -2.22% 13.42% -1.16% -5.19% -9.58% -2.96% -6.03%
1999 2.82% -4.35% 10.67% -4.75% -3.5% 11.12% -3.24% 3.04% 5.87% 14.29% -3.97% 19.23% 53.58%
1998 5.62% 0.32% 11.29% -1.16% -2.13% 9% -1.26% -10.55% -0.19% 9.98% 3.29% 13.25% 41.02%
1997 4.68% -0.6% -3.04% 11.84% 8.78% 7.66% 8.31% -10.78% 9.22% -5.05% 14.31% -0.25% 50.98%
1996 6.6% -1.63% 3.77% -0.8% 7.12% 4.83% -4.68% 1.06% 10.03% 6.32% 7.49% -4.45% 40.3%
1995 0.98% 6.31% -0.63% 3.7% 3.57% -2.08% 4.66% -0.21% 8.98% -0.78% 6.13% 7.95% 45.14%
1994 2.74% -2.2% -4.45% -4.75% 4.46% -5.56% 8.04% -1.24% -2.55% 1.56% -5.88% 11.78% 0.22%
1993 0.73% -2.03% 6.41% 1.68% 2.35% 3.93% 2.87% -0.25% -1.79% 1.17% 1.42% 7.34% 26.06%
1992 -1.63% 4.49% -2.99% 1.15% -0.33% 2.54% -1.61% -3.27% 6.53% -1.92% 8.47% 3.49% 15.08%
1991 11.55% 7.04% 2.39% 1.62% 9.92% -4.21% -1.01% 2.22% -6.66% -0.54% -6.16% 19.14% 37.37%
1990 -6.56% -0.05% 4.05% -0.39% 8.35% 0.54% 3.43% -13.44% -11.35% -4.59% 5.29% 5.78% -11.06%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).