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Tuesday, December 1, 2009, 10:32PM ET - U.S. Markets Closed. Dow  1.23% Nasdaq  1.46%

Elfun Diversified (ELDFX)

On Dec 1: 16.29   0.20 (1.24%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 14.61% Worst 1 Yr Total Return (2008): -30.24% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ELDFX Category Alpha (against Standard Index) -3.57 -2.88 Beta (against Standard Index) 1.08 1.08 Mean Annual Return -3.31 -0.13 R-squared (against Standard Index) 96 93.44 Standard Deviation 14.52 14.69 Sharpe Ratio -0.32 N/A Treynor Ratio -5.32 N/A 5 Years Statistic ELDFX Category Alpha (against Standard Index) -2.42 -2.47 Beta (against Standard Index) 1.08 1.06 Mean Annual Return 2.19 0.23 R-squared (against Standard Index) 95 92.52 Standard Deviation 11.92 11.89 Sharpe Ratio -0.01 N/A Treynor Ratio -0.78 N/A 10 Years Statistic ELDFX Category Alpha (against Standard Index) -1.49 -2.17 Beta (against Standard Index) 1.04 1.05 Mean Annual Return 3.22 0.26 R-squared (against Standard Index) 94 86.72 Standard Deviation 10.72 11.31 Sharpe Ratio 0.08 N/A Treynor Ratio 0.24 N/A
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