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GE Global Equity C (GEQCX)
On
Feb 9
:
16.07
0.23
(1.45%)
MORE ON GEQCX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
25.69%
Worst 1 Yr Total Return
(2008)
:
-44.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEQCX
Category
Alpha (against Standard Index)
-1.59
0.66
Beta (against Standard Index)
0.91
0.91
Mean Annual Return
-8.25
-0.31
R-squared (against Standard Index)
93
90.07
Standard Deviation
22.65
22.99
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-11.23
N/A
5 Years
Statistic
GEQCX
Category
Alpha (against Standard Index)
-1.51
-0.45
Beta (against Standard Index)
0.91
0.90
Mean Annual Return
1.48
0.36
R-squared (against Standard Index)
93
88.33
Standard Deviation
18.66
18.95
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.57
N/A
10 Years
Statistic
GEQCX
Category
Alpha (against Standard Index)
-2.53
-0.01
Beta (against Standard Index)
0.91
0.92
Mean Annual Return
-1.01
0.25
R-squared (against Standard Index)
92
80.48
Standard Deviation
16.90
18.37
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.21
N/A
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