General Electric Company (GE)

New York Stock Exchange
USD
US3696043013
2 January 1962  –  21 January 2022

Performance

Annualized Return
6.33%
Sharpe Ratio
0.36
Maximum Drawdown
-85.52%

Metrics

Metric General Electric Company
Initial Balance $10,000
Final Balance $399,370
Returns
Month-To-Date 1.94%
Year-To-Date 1.94%
3M -9.07%
6M -7.82%
Annual Return (1Y) 6.02%
Annual Return (3Y) 11.82%
Annual Return (5Y) -15.11%
Annual Return (10Y) -1.75%
Annual Return (All) 6.33%
Enh Ann Return 10.04%
Best Year 65.34%
Worst Year -55.39%
Risk
Annual Volatility 27.24%
Max Drawdown -85.52%
Sharpe Ratio 0.36
Sortino Ratio 0.53
Adjusted Sortino (S/√2) 0.37
Ulcer Index 0.33
Gain to Pain Ratio 0.07

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on January 1962.
  • Final balance: The amount of capital we've accrued over time as of January 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 60 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Chart

Table

Year General Electric Company
1962 2.68%
1963 13.51%
1964 7.04%
1965 26.54%
1966 -25%
1967 8.47%
1968 -2.22%
1969 -17.44%
1970 21.12%
1971 33.44%
1972 16.37%
1973 -13.56%
1974 -47.03%
1975 38.24%
1976 20.57%
1977 -10.34%
1978 -5.51%
1979 7.45%
1980 20.98%
1981 -6.32%
1982 65.34%
1983 23.6%
1984 -3.41%
1985 28.47%
1986 18.21%
1987 4.03%
1988 4.85%
1989 48.71%
1990 -8.13%
1991 37.36%
1992 15.1%
1993 26.04%
1994 0.21%
1995 45.13%
1996 40.27%
1997 50.95%
1998 41%
1999 53.56%
2000 -6%
2001 -15.07%
2002 -37.71%
2003 30.75%
2004 20.68%
2005 -1.43%
2006 9.35%
2007 2.69%
2008 -53.98%
2009 -1.71%
2010 24.27%
2011 1.26%
2012 21.25%
2013 37.89%
2014 -6.7%
2015 27.54%
2016 4.59%
2017 -42.92%
2018 -55.39%
2019 53.85%
2020 -2.72%
2021 9.69%
2022 1.94%

General Electric Company had 41 positive years and 20 negative years. That's a positive ratio of 67%.

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1962 0.3% -0.5% 3% -10.9% -4% -9.5% 11.6% 3.2% -6.8% 6.1% 10.3% 2.7% 5.4%
1963 2% -7% 2.6% 5.5% 6.7% -6% -1.1% 4.3% -2.6% 5.5% -1.5% 5.6% 14.1%
1964 0.9% -2.5% 1.9% -5.6% -1.7% -1.5% 4.6% 0.7% 6.4% -2.1% 5.9% 0.7% 7.7%
1965 6.6% 0.5% -0.4% 4.8% -0.8% -7.2% 5% 4% 11.8% 1.1% -3.8% 3.7% 24.9%
1966 -2.8% -5% 0.5% 4.9% -9.3% 1.9% -10% -11% -0% 12.2% 2.7% -9.7% -26.4%
1967 -0.7% -1.8% -1.6% 11.8% -9.3% 1% 24.3% 1.2% 2.6% -5.5% -1.8% -7.8% 10.8%
1968 -8.5% -1.1% -0.6% 11% -8.1% -2.1% -2.2% -0.3% 1.3% 11.4% 4.9% -5.8% -0.7%
1969 -1.2% -6.7% 6.6% 6% -3.6% -4.5% -4.3% -2.8% 1.5% -1% -4.7% -3.3% -17.6%
1970 -6.6% -2.6% 4.6% -3.4% -6.8% 1.7% 13.9% 2.1% 7.5% 1.9% 2.8% 6.2% 21.4%
1971 5.7% 8.9% 3.6% 9.7% -2.4% 1.4% -12.1% 16.1% -0.8% -5.3% 2.6% 4.8% 31.5%
1972 -1% -2.2% 6.6% 4.6% 1.7% -4.4% -4.2% 5.6% -0.2% -3.8% 6.2% 7.4% 16.7%
1973 -4% -4.5% -3.6% -8.1% 0.4% -3.6% 9.4% -5.8% 6.6% 3.8% -3.5% -0.2% -11.5%
1974 -5% -5.4% -4.2% -6% -5.4% 2.1% -12.7% -11.9% -17.5% 22.4% -2.9% -10.1% -55.4%
1975 15.8% 14.2% 4.3% 0% -1.4% 16% -10.2% -2.1% -4.9% 9.4% 0.3% -4.4% 37.2%
1976 21.4% -4.7% -1.6% 2.4% -5.3% 12.3% -4.6% -2.8% 2.1% -1.4% -5.2% 9.9% 20.4%
1977 -4.9% -4.5% -2.7% 9.7% 0.7% 4.1% -3.8% -1.8% -4% -2.2% -0% -0.5% -9.7%
1978 -8.3% -2.2% 4.2% 12.1% 1.2% -4.5% 6.2% 1.2% -2.5% -10.2% -0.8% 0% -3.8%
1979 2.4% -4.7% 4.3% 2.4% 0% 1.8% 3.2% 3.2% -4.7% -4.7% -4.6% 9.8% 8.3%
1980 8.6% -8.6% -4.2% -1.3% 4.2% 4% 9.2% -3.1% -3.4% 2.9% 14.3% -1% 21.6%
1981 -0% 9% 0.4% -2.1% 0.2% -5.9% -1.4% -8.4% -1.8% -1.1% 11.3% -5% -4.7%
1982 8.9% 0.6% 0.8% 1.2% -3.5% 2.8% 3.3% 14.4% -0.7% 14.9% 7.7% 2.6% 53.1%
1983 9.1% 4.8% -3.2% 6.5% -7.6% 6.4% -9.3% 2.5% 3.2% -1.9% 10.4% 2.6% 24%
1984 -7.2% -4.4% 5.5% 1.1% -4.3% -0.9% -0.2% 7.9% -1.6% 3.1% -3.7% 2.3% -1.4%
1985 12.8% -0.4% -7.1% -0% 2.5% 2.1% 3.6% -4.9% -5.7% 0.2% 13.9% 10.9% 26.9%
1986 -2.6% 9.4% 1.3% -0.5% 2.1% 1.6% -9.9% 7.7% -8.6% 6.1% 8.9% 3.6% 19.6%
1987 16.6% 3.1% 1.5% -1.3% 0.5% 4.6% 9% 5.5% -1.1% -23% -10.6% 5% 12.3%
1988 2.3% 0.8% -10.6% -0% 4% 5.3% -2.6% -5.5% 8.3% 0.6% 3.1% 0.4% 8.1%
1989 8.1% -5.4% -1.8% 9.8% 11.8% -4.8% 13.3% -1.5% -1.2% -2% 12% 4.8% 41.9%
1990 -3.5% -0% 4% -0.4% 8.3% 0.6% 3.4% -13.4% -11.3% -4.6% 5.3% 5.8% -5.3%
1991 11.5% 7% 2.4% 1.6% 9.9% -4.2% -1% 2.2% -6.7% -0.5% -6.2% 19.2% 34.4%
1992 -1.6% 4.5% -3% 1.1% -0.3% 2.5% -1.6% -3.3% 6.5% -1.9% 8.5% 3.5% 15.4%
1993 0.7% -2.3% 6.7% 1.7% 2.4% 3.9% 2.9% -0.3% -1.8% 1.2% 1.4% 7.3% 24.1%
1994 2.7% -2.2% -4.5% -4.8% 4.5% -5.6% 8% -1.3% -2.5% 1.6% -5.9% 11.8% 2.1%
1995 1% 6.3% -0.6% 3.7% 3.6% -2.1% 4.6% -0.2% 9% -0.8% 6.1% 8% 38.8%
1996 6.6% -1.6% 3.7% -0.8% 7.1% 4.8% -4.7% 1.1% 10% 6.3% 7.5% -4.5% 35.9%
1997 4.7% -0.6% -3% 11.8% 8.8% 7.7% 8.3% -10.8% 9.2% -5.1% 14.3% -0.3% 45%
1998 5.6% 0.3% 11.3% -1.2% -2.1% 9% -1.3% -10.6% -0.2% 10% 3.3% 13.3% 38.6%
1999 2.8% -4.3% 10.7% -4.7% -3.5% 11.1% -3.2% 3% 5.9% 14.3% -4% 19.2% 47%
2000 -13.4% -1.2% 17.9% 1% 0.4% 0.7% -2.2% 13.4% -1.2% -5.2% -9.6% -2.9% 0.8%
2001 -4.1% 1.1% -9.7% 15.9% 1% 0% -10.9% -6% -8.6% -2.1% 5.7% 4.6% -7.8%
2002 -7.3% 4.1% -2.9% -15.6% -1.3% -6.1% 10.8% -6.4% -17.7% 2.4% 7.4% -9.5% -38.1%
2003 -5% 4.8% 6% 15.5% -2.5% 0.6% -0.8% 4% 1.4% -2.7% -1.2% 8.8% 29.7%
2004 8.6% -2.7% -6.2% -1.9% 3.9% 4.7% 2.6% -1.4% 3% 1.6% 3.6% 3.8% 20.2%
2005 -1% -2% 2.4% 0.4% 0.8% -4.4% -0.4% -2.6% 0.8% 0.7% 5.3% -1.2% -0.5%
2006 -6.6% 1.1% 5.8% -0.5% -1% -3.1% -0.8% 4.2% 4.4% -0.5% 0.5% 6.3% 9.7%
2007 -3.1% -2.4% 1.3% 4.2% 2% 2.6% 1.3% 0.3% 7.2% -0.6% -7% -2.4% 4.3%
2008 -4.6% -5.4% 11.7% -11.6% -6.1% -12.2% 6% -0.7% -8.1% -23.5% -12% -3.8% -62.1%
2009 -25.1% -27.7% 18.8% 25.1% 6.6% -12.3% 14.3% 3.7% 18.8% -13.2% 12.3% -4.9% 14%
2010 6.3% 0.5% 13.3% 3.6% -13.3% -11.2% 11.8% -10.2% 13.1% -1.4% -1.2% 16.4% 25.5%
2011 10.1% 4.6% -4.2% 2% -4% -3.2% -5% -8.9% -5.8% 9.8% -4.8% 13.6% 5.9%
2012 4.5% 2.7% 5.4% -2.4% -2.5% 10.1% -0.4% -0.2% 10.5% -7.3% 0.3% 0.2% 21%
2013 6.1% 5.1% -0.4% -3.6% 4.6% 0.3% 5.1% -5% 4% 9.4% 2% 6% 33.6%
2014 -10.3% 2.2% 1.6% 3.9% -0.4% -1.1% -4.3% 3.3% -0.6% 0.7% 2.6% -3.7% -5.8%
2015 -5.5% 9.8% -4.5% 9.1% 0.7% -1.7% -1.8% -4.9% 2.5% 14.7% 3.5% 4.8% 26.8%
2016 -6.6% 0.9% 9.1% -3.3% -1.7% 4.9% -1.1% 0.3% -4.5% -1.8% 5.7% 3.5% 6%
2017 -6% 1.2% -0% -2.7% -5.6% -0.5% -5.2% -4.1% -0.5% -16.6% -9.3% -3.9% -54%
2018 -7.3% -12% -4.5% 4.4% 0.1% -2.5% 0.1% -5.1% -11.9% -10.5% -25.7% 1.1% -72.8%
2019 34.2% 6.3% -3.7% 1.8% -7.2% 11.3% -0.5% -21.1% 8.5% 11.6% 12.9% -0.9% 51.3%
2020 11.6% -12.6% -26.9% -14.4% -3.4% 4.1% -11.1% 4.4% -1.6% 19.1% 37.2% 6.2% 17.2%
2021 -1.1% 17.4% 4.8% -0.1% 7.2% -4.2% -3.8% 1.7% -2.2% 1.8% -9.4% -0.5% 14.5%
2022 1.9% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 2.1%
Pos 50.8% 45% 56.7% 55.9% 50% 54.2% 43.3% 45% 43.3% 50% 60% 62.7% 72.1%
Avg 1.2% -0.3% 1.2% 1.8% -0.3% 0.3% 0.8% -0.9% 0.2% 0.7% 2.1% 2.7% 9.7%

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

General Electric Company

start valley end Drawdown days
2000-08-29 2009-03-05 - -85.52% 7815
1973-01-04 1974-09-13 1982-08-31 -59.51% 3526
1965-09-28 1970-05-26 1971-04-14 -49.53% 2024
1987-08-21 1988-05-11 1989-11-27 -39.9% 829
1990-07-20 1990-10-26 1991-04-15 -32.09% 269

The General Electric Company took approximately 96 months on average to recover from a major drawdown.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

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