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GE Global Equity Y (GGEDX)
On
Dec 4
:
19.03
0.01
(0.05%)
MORE ON GGEDX
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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)
:
20.91%
Worst 1 Yr Total Return
(2008)
:
-43.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GGEDX
Category
Alpha (against Standard Index)
-1.07
-0.56
Beta (against Standard Index)
0.90
0.91
Mean Annual Return
-5.42
-0.21
R-squared (against Standard Index)
94
90.41
Standard Deviation
22.35
22.89
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.67
N/A
5 Years
Statistic
GGEDX
Category
Alpha (against Standard Index)
-1.32
-1.40
Beta (against Standard Index)
0.90
0.90
Mean Annual Return
3.60
0.44
R-squared (against Standard Index)
94
89.02
Standard Deviation
18.52
19.07
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.64
N/A
10 Years
Statistic
GGEDX
Category
Alpha (against Standard Index)
-1.13
0.66
Beta (against Standard Index)
0.92
0.93
Mean Annual Return
0.98
0.36
R-squared (against Standard Index)
92
79.68
Standard Deviation
17.24
19.07
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.17
N/A
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