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GE US Equity C (GEECX)
On
Dec 4
:
20.43
0.12
(0.59%)
MORE ON GEECX
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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)
:
14.98%
Worst 1 Yr Total Return
(2008)
:
-36.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEECX
Category
Alpha (against Standard Index)
1.95
0.38
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
-5.32
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
19.95
20.09
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.67
N/A
5 Years
Statistic
GEECX
Category
Alpha (against Standard Index)
0.31
0.26
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
0.63
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
16.07
16.47
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.41
N/A
10 Years
Statistic
GEECX
Category
Alpha (against Standard Index)
0.25
0.84
Beta (against Standard Index)
0.93
0.97
Mean Annual Return
-0.41
0.11
R-squared (against Standard Index)
95
91.16
Standard Deviation
15.38
16.35
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.63
N/A
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