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Saturday, December 26, 2009, 6:28PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
GE International Equity B (GEIBX)On Dec 24: 11.62  Up 0.04 (0.35%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):23.17%
Worst 1 Yr Total Return (2008):-45.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGEIBXCategory
Alpha (against Standard Index)1.890.11
Beta (against Standard Index)1.041.02
Mean Annual Return-4.20-0.23
R-squared (against Standard Index)9795.97
Standard Deviation25.2524.84
Sharpe Ratio-0.13N/A
Treynor Ratio-6.25N/A
5 Years
StatisticGEIBXCategory
Alpha (against Standard Index)0.990.08
Beta (against Standard Index)1.051.01
Mean Annual Return5.040.51
R-squared (against Standard Index)9695.66
Standard Deviation20.9320.38
Sharpe Ratio0.20N/A
Treynor Ratio1.96N/A
10 Years
StatisticGEIBXCategory
Alpha (against Standard Index)-1.33-0.14
Beta (against Standard Index)1.061.01
Mean Annual Return0.300.28
R-squared (against Standard Index)9592.61
Standard Deviation19.5218.91
Sharpe Ratio-0.03N/A
Treynor Ratio-2.49N/A

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