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Wednesday, December 9, 2009, 5:36PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
GE Fixed Income B (GEFBX)On Dec 9: 11.78   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):4.86%
Worst 1 Yr Total Return (2008):-2.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGEFBXCategory
Alpha (against Standard Index)-3.04-1.72
Beta (against Standard Index)1.001.02
Mean Annual Return3.140.39
R-squared (against Standard Index)8359.27
Standard Deviation4.465.93
Sharpe Ratio0.18N/A
Treynor Ratio0.73N/A
5 Years
StatisticGEFBXCategory
Alpha (against Standard Index)-2.27-1.05
Beta (against Standard Index)0.970.98
Mean Annual Return2.640.33
R-squared (against Standard Index)8661.87
Standard Deviation3.844.88
Sharpe Ratio-0.08N/A
Treynor Ratio-0.40N/A
10 Years
StatisticGEFBXCategory
Alpha (against Standard Index)-1.95-0.65
Beta (against Standard Index)1.000.96
Mean Annual Return4.240.45
R-squared (against Standard Index)9271.12
Standard Deviation3.934.47
Sharpe Ratio0.33N/A
Treynor Ratio1.28N/A

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