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GE International Equity A (GEICX)
On
Dec 8
:
13.10
0.21
(1.58%)
MORE ON GEICX
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Research Reports
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)
:
24.11%
Worst 1 Yr Total Return
(2008)
:
-44.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEICX
Category
Alpha (against Standard Index)
1.77
-0.52
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-3.96
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
25.17
24.79
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-6.17
N/A
5 Years
Statistic
GEICX
Category
Alpha (against Standard Index)
1.20
-0.43
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
6.28
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
21.05
20.52
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.12
N/A
10 Years
Statistic
GEICX
Category
Alpha (against Standard Index)
-0.72
-0.03
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
1.07
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
19.52
19.09
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.81
N/A
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