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Tuesday, December 29, 2009, 11:34PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Elfun Tax-Exempt Income (ELFTX)On Dec 29: 11.65   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):4.83%
Worst 1 Yr Total Return (2008):-2.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticELFTXCategory
Alpha (against Standard Index)-0.06-2.38
Beta (against Standard Index)0.941.16
Mean Annual Return4.000.19
R-squared (against Standard Index)9887.38
Standard Deviation5.687.62
Sharpe Ratio0.32N/A
Treynor Ratio1.84N/A
5 Years
StatisticELFTXCategory
Alpha (against Standard Index)0.01-1.54
Beta (against Standard Index)0.951.15
Mean Annual Return4.430.27
R-squared (against Standard Index)9887.54
Standard Deviation4.646.12
Sharpe Ratio0.32N/A
Treynor Ratio1.53N/A
10 Years
StatisticELFTXCategory
Alpha (against Standard Index)0.02-1.35
Beta (against Standard Index)0.981.11
Mean Annual Return5.590.38
R-squared (against Standard Index)9888.56
Standard Deviation4.585.58
Sharpe Ratio0.58N/A
Treynor Ratio2.73N/A

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