Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 27, 2009, 5:04PM ET - U.S. Markets Closed.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
GE US Equity Y (GEEDX)
On
Dec 24
:
22.04
0.08
(0.36%)
MORE ON GEEDX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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)
:
16.17%
Worst 1 Yr Total Return
(2008)
:
-35.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEEDX
Category
Alpha (against Standard Index)
2.72
2.20
Beta (against Standard Index)
1.01
0.99
Mean Annual Return
-3.28
-0.14
R-squared (against Standard Index)
97
88.76
Standard Deviation
20.22
21.04
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.52
N/A
5 Years
Statistic
GEEDX
Category
Alpha (against Standard Index)
1.34
0.80
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
2.05
0.24
R-squared (against Standard Index)
97
86.59
Standard Deviation
16.20
17.50
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.94
N/A
10 Years
Statistic
GEEDX
Category
Alpha (against Standard Index)
1.29
-0.13
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
0.98
0.05
R-squared (against Standard Index)
95
78.99
Standard Deviation
15.47
19.17
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.08
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center