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GE Total Return A (GESIX)On Jan 7: 18.57  Up 0.01 (0.05%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):13.89%
Worst 1 Yr Total Return (2008):-30.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGESIXCategory
Alpha (against Standard Index)-3.07-2.96
Beta (against Standard Index)1.101.07
Mean Annual Return-2.34-0.09
R-squared (against Standard Index)9593.10
Standard Deviation14.9914.78
Sharpe Ratio-0.23N/A
Treynor Ratio-4.19N/A
5 Years
StatisticGESIXCategory
Alpha (against Standard Index)-2.46-2.53
Beta (against Standard Index)1.101.06
Mean Annual Return2.330.24
R-squared (against Standard Index)9592.17
Standard Deviation12.2211.94
Sharpe Ratio0.01N/A
Treynor Ratio-0.60N/A
10 Years
StatisticGESIXCategory
Alpha (against Standard Index)-1.85-2.27
Beta (against Standard Index)1.061.06
Mean Annual Return3.080.27
R-squared (against Standard Index)9486.88
Standard Deviation10.9211.38
Sharpe Ratio0.07N/A
Treynor Ratio0.14N/A

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