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Sunday, December 27, 2009, 5:04PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
GE US Equity Y (GEEDX)On Dec 24: 22.04  Up 0.08 (0.36%)  
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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):16.17%
Worst 1 Yr Total Return (2008):-35.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGEEDXCategory
Alpha (against Standard Index)2.722.20
Beta (against Standard Index)1.010.99
Mean Annual Return-3.28-0.14
R-squared (against Standard Index)9788.76
Standard Deviation20.2221.04
Sharpe Ratio-0.17N/A
Treynor Ratio-5.52N/A
5 Years
StatisticGEEDXCategory
Alpha (against Standard Index)1.340.80
Beta (against Standard Index)1.001.01
Mean Annual Return2.050.24
R-squared (against Standard Index)9786.59
Standard Deviation16.2017.50
Sharpe Ratio0.03N/A
Treynor Ratio-0.94N/A
10 Years
StatisticGEEDXCategory
Alpha (against Standard Index)1.29-0.13
Beta (against Standard Index)0.931.04
Mean Annual Return0.980.05
R-squared (against Standard Index)9578.99
Standard Deviation15.4719.17
Sharpe Ratio-0.05N/A
Treynor Ratio-2.08N/A

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