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Sunday, December 6, 2009, 8:32AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Elfun Trusts (ELFNX)

On Dec 4: 39.81   0.37 (0.94%)

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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): 13.11% Worst 1 Yr Total Return (2008): -34.60% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ELFNX Category Alpha (against Standard Index) 2.62 2.45 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -4.62 -0.24 R-squared (against Standard Index) 93 88.47 Standard Deviation 20.11 20.84 Sharpe Ratio -0.25 N/A Treynor Ratio -7.08 N/A 5 Years Statistic ELFNX Category Alpha (against Standard Index) 0.43 0.94 Beta (against Standard Index) 0.98 1.01 Mean Annual Return 0.72 0.21 R-squared (against Standard Index) 92 86.37 Standard Deviation 16.31 17.46 Sharpe Ratio -0.06 N/A Treynor Ratio -2.34 N/A 10 Years Statistic ELFNX Category Alpha (against Standard Index) 1.65 0.18 Beta (against Standard Index) 0.92 1.04 Mean Annual Return 0.97 0.04 R-squared (against Standard Index) 91 78.62 Standard Deviation 15.62 19.22 Sharpe Ratio -0.05 N/A Treynor Ratio -2.16 N/A
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