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GE Tax-Exempt Y (GETDX)
On
Dec 30
:
12.60
0.00
(0.00%)
MORE ON GETDX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
3.28%
Worst 1 Yr Total Return
(2008)
:
0.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GETDX
Category
Alpha (against Standard Index)
0.34
-0.30
Beta (against Standard Index)
0.75
0.86
Mean Annual Return
4.07
0.31
R-squared (against Standard Index)
94
90.72
Standard Deviation
4.59
5.41
Sharpe Ratio
0.39
N/A
Treynor Ratio
2.40
N/A
5 Years
Statistic
GETDX
Category
Alpha (against Standard Index)
-0.51
-0.69
Beta (against Standard Index)
0.77
0.86
Mean Annual Return
3.63
0.30
R-squared (against Standard Index)
93
91.00
Standard Deviation
3.82
4.39
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.84
N/A
10 Years
Statistic
GETDX
Category
Alpha (against Standard Index)
-0.02
-0.71
Beta (against Standard Index)
0.88
0.89
Mean Annual Return
5.28
0.38
R-squared (against Standard Index)
86
92.35
Standard Deviation
4.39
4.29
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.69
N/A
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