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GE Tax-Exempt C (GETCX)
On
Dec 4
:
11.70
0.00
(0.00%)
MORE ON GETCX
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Risk
As of 31-Oct-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)
:
2.17%
Worst 1 Yr Total Return
(2008)
:
-0.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GETCX
Category
Alpha (against Standard Index)
-0.82
-0.48
Beta (against Standard Index)
0.75
0.85
Mean Annual Return
2.92
0.29
R-squared (against Standard Index)
94
90.10
Standard Deviation
4.61
5.40
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.68
N/A
5 Years
Statistic
GETCX
Category
Alpha (against Standard Index)
-1.62
-0.83
Beta (against Standard Index)
0.77
0.85
Mean Annual Return
2.25
0.27
R-squared (against Standard Index)
94
90.34
Standard Deviation
3.86
4.41
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-1.01
N/A
10 Years
Statistic
GETCX
Category
Alpha (against Standard Index)
-1.48
-0.73
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
3.81
0.38
R-squared (against Standard Index)
93
92.14
Standard Deviation
4.27
4.29
Sharpe Ratio
0.21
N/A
Treynor Ratio
0.95
N/A
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