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Friday, December 25, 2009, 5:54PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
GE US Equity B (GEEBX)On Dec 24: 21.11  Up 0.07 (0.33%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):14.96%
Worst 1 Yr Total Return (2008):-36.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGEEBXCategory
Alpha (against Standard Index)1.722.20
Beta (against Standard Index)1.010.99
Mean Annual Return-4.24-0.14
R-squared (against Standard Index)9788.76
Standard Deviation20.2021.04
Sharpe Ratio-0.22N/A
Treynor Ratio-6.48N/A
5 Years
StatisticGEEBXCategory
Alpha (against Standard Index)0.340.80
Beta (against Standard Index)0.991.01
Mean Annual Return1.040.24
R-squared (against Standard Index)9786.59
Standard Deviation16.1917.50
Sharpe Ratio-0.04N/A
Treynor Ratio-1.96N/A
10 Years
StatisticGEEBXCategory
Alpha (against Standard Index)0.29-0.13
Beta (against Standard Index)0.931.04
Mean Annual Return-0.020.05
R-squared (against Standard Index)9578.99
Standard Deviation15.4619.17
Sharpe Ratio-0.11N/A
Treynor Ratio-3.16N/A

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