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GE Total Return A (GESIX)
On
Jan 7
:
18.57
0.01
(0.05%)
MORE ON GESIX
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Research Reports
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)
:
13.89%
Worst 1 Yr Total Return
(2008)
:
-30.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GESIX
Category
Alpha (against Standard Index)
-3.07
-2.96
Beta (against Standard Index)
1.10
1.07
Mean Annual Return
-2.34
-0.09
R-squared (against Standard Index)
95
93.10
Standard Deviation
14.99
14.78
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-4.19
N/A
5 Years
Statistic
GESIX
Category
Alpha (against Standard Index)
-2.46
-2.53
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
2.33
0.24
R-squared (against Standard Index)
95
92.17
Standard Deviation
12.22
11.94
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.60
N/A
10 Years
Statistic
GESIX
Category
Alpha (against Standard Index)
-1.85
-2.27
Beta (against Standard Index)
1.06
1.06
Mean Annual Return
3.08
0.27
R-squared (against Standard Index)
94
86.88
Standard Deviation
10.92
11.38
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.14
N/A
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