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GE Premier Growth Equity B (GEPBX)
On
Dec 3
:
16.45
0.17
(1.02%)
MORE ON GEPBX
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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)
:
7.83%
Worst 1 Yr Total Return
(2008)
:
-36.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEPBX
Category
Alpha (against Standard Index)
2.75
2.45
Beta (against Standard Index)
1.06
1.00
Mean Annual Return
-5.27
-0.24
R-squared (against Standard Index)
91
88.47
Standard Deviation
21.66
20.84
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.28
N/A
5 Years
Statistic
GEPBX
Category
Alpha (against Standard Index)
-0.55
0.94
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
-0.58
0.21
R-squared (against Standard Index)
89
86.37
Standard Deviation
17.64
17.46
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.44
N/A
10 Years
Statistic
GEPBX
Category
Alpha (against Standard Index)
0.51
0.18
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
-0.82
0.04
R-squared (against Standard Index)
91
78.62
Standard Deviation
17.64
19.22
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.63
N/A
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