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GE Premier Growth Equity Y (GEPDX)
On
Dec 23
:
19.65
0.09
(0.46%)
MORE ON GEPDX
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Risk
As of 30-Nov-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)
:
8.90%
Worst 1 Yr Total Return
(2008)
:
-36.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEPDX
Category
Alpha (against Standard Index)
3.81
2.20
Beta (against Standard Index)
1.06
0.99
Mean Annual Return
-2.91
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
21.95
21.04
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.91
N/A
5 Years
Statistic
GEPDX
Category
Alpha (against Standard Index)
0.48
0.80
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
0.84
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
17.78
17.50
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.05
N/A
10 Years
Statistic
GEPDX
Category
Alpha (against Standard Index)
1.27
-0.13
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
0.34
0.05
R-squared (against Standard Index)
91
78.99
Standard Deviation
17.72
19.17
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.48
N/A
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