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Thursday, January 7, 2010, 6:38PM ET - U.S. Markets Closed. Dow  0.31% Nasdaq  0.05%

Elfun International Equity (EGLBX)

On Jan 7: 18.57   0.08 (0.43%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 26.02% Worst 1 Yr Total Return (2008): -44.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic EGLBX Category Alpha (against Standard Index) 2.79 0.11 Beta (against Standard Index) 1.03 1.02 Mean Annual Return -3.22 -0.23 R-squared (against Standard Index) 96 95.97 Standard Deviation 25.00 24.84 Sharpe Ratio -0.09 N/A Treynor Ratio -5.36 N/A 5 Years Statistic EGLBX Category Alpha (against Standard Index) 2.43 0.08 Beta (against Standard Index) 1.04 1.01 Mean Annual Return 6.57 0.51 R-squared (against Standard Index) 96 95.66 Standard Deviation 20.76 20.38 Sharpe Ratio 0.27 N/A Treynor Ratio 3.45 N/A 10 Years Statistic EGLBX Category Alpha (against Standard Index) 2.15 -0.14 Beta (against Standard Index) 1.07 1.01 Mean Annual Return 3.81 0.28 R-squared (against Standard Index) 95 92.61 Standard Deviation 19.70 18.91 Sharpe Ratio 0.14 N/A Treynor Ratio 0.83 N/A
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