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GE US Equity B (GEEBX)
On
Dec 24
:
21.11
0.07
(0.33%)
MORE ON GEEBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
GEEBX
Category
Alpha (against Standard Index)
1.72
2.20
Beta (against Standard Index)
1.01
0.99
Mean Annual Return
-4.24
-0.14
R-squared (against Standard Index)
97
88.76
Standard Deviation
20.20
21.04
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.48
N/A
5 Years
Statistic
GEEBX
Category
Alpha (against Standard Index)
0.34
0.80
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
1.04
0.24
R-squared (against Standard Index)
97
86.59
Standard Deviation
16.19
17.50
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.96
N/A
10 Years
Statistic
GEEBX
Category
Alpha (against Standard Index)
0.29
-0.13
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
-0.02
0.05
R-squared (against Standard Index)
95
78.99
Standard Deviation
15.46
19.17
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.16
N/A
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