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GE Global Equity A (GEGEX)
On
Dec 2
:
19.08
0.02
(0.10%)
MORE ON GEGEX
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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)
:
20.64%
Worst 1 Yr Total Return
(2008)
:
-43.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEGEX
Category
Alpha (against Standard Index)
-1.30
-0.56
Beta (against Standard Index)
0.90
0.91
Mean Annual Return
-5.64
-0.21
R-squared (against Standard Index)
94
90.41
Standard Deviation
22.36
22.89
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-8.92
N/A
5 Years
Statistic
GEGEX
Category
Alpha (against Standard Index)
-1.56
-1.40
Beta (against Standard Index)
0.90
0.90
Mean Annual Return
3.35
0.44
R-squared (against Standard Index)
94
89.02
Standard Deviation
18.52
19.07
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.36
N/A
10 Years
Statistic
GEGEX
Category
Alpha (against Standard Index)
-1.38
0.66
Beta (against Standard Index)
0.92
0.93
Mean Annual Return
0.73
0.36
R-squared (against Standard Index)
92
79.68
Standard Deviation
17.24
19.07
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.45
N/A
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