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Sunday, December 20, 2009, 11:13PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
GE Global Equity R (GELRX)On Dec 18: 18.58  Up 0.05 (0.27%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:0
Best 1 Yr Total Return ():N/A
Worst 1 Yr Total Return ():N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGELRXCategory
Alpha (against Standard Index)-0.440.27
Beta (against Standard Index)0.910.91
Mean Annual Return-5.18-0.17
R-squared (against Standard Index)9390.08
Standard Deviation22.5422.93
Sharpe Ratio-0.22N/A
Treynor Ratio-8.21N/A
5 Years
StatisticGELRXCategory
Alpha (against Standard Index)-0.81-0.86
Beta (against Standard Index)0.910.90
Mean Annual Return3.230.41
R-squared (against Standard Index)9388.40
Standard Deviation18.5618.93
Sharpe Ratio0.11N/A
Treynor Ratio0.27N/A
10 Years
StatisticGELRXCategory
Alpha (against Standard Index)-1.410.53
Beta (against Standard Index)0.920.92
Mean Annual Return0.560.33
R-squared (against Standard Index)9279.83
Standard Deviation17.2718.84
Sharpe Ratio-0.05N/A
Treynor Ratio-2.58N/A

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