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GE Tax-Exempt A (GETAX)
On
Dec 7
:
11.70
0.00
(0.00%)
MORE ON GETAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
3.01%
Worst 1 Yr Total Return
(2008)
:
0.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GETAX
Category
Alpha (against Standard Index)
-0.05
-0.48
Beta (against Standard Index)
0.75
0.85
Mean Annual Return
3.71
0.29
R-squared (against Standard Index)
94
90.10
Standard Deviation
4.60
5.40
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.72
N/A
5 Years
Statistic
GETAX
Category
Alpha (against Standard Index)
-0.86
-0.83
Beta (against Standard Index)
0.77
0.85
Mean Annual Return
3.02
0.27
R-squared (against Standard Index)
94
90.34
Standard Deviation
3.86
4.41
Sharpe Ratio
0.02
N/A
Treynor Ratio
0.00
N/A
10 Years
Statistic
GETAX
Category
Alpha (against Standard Index)
-0.73
-0.73
Beta (against Standard Index)
0.89
0.88
Mean Annual Return
4.60
0.38
R-squared (against Standard Index)
93
92.14
Standard Deviation
4.29
4.29
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.83
N/A
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