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GE Short-Term Government A (GGVCX)
On
Jan 6
:
11.58
0.00
(0.00%)
MORE ON GGVCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.15%
Worst 1 Yr Total Return
(2004)
:
0.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GGVCX
Category
Alpha (against Standard Index)
0.87
1.19
Beta (against Standard Index)
0.28
0.36
Mean Annual Return
4.31
0.41
R-squared (against Standard Index)
47
48.79
Standard Deviation
1.62
2.18
Sharpe Ratio
1.19
N/A
Treynor Ratio
7.34
N/A
5 Years
Statistic
GGVCX
Category
Alpha (against Standard Index)
0.02
0.08
Beta (against Standard Index)
0.28
0.38
Mean Annual Return
3.72
0.33
R-squared (against Standard Index)
50
53.07
Standard Deviation
1.38
1.90
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.60
N/A
10 Years
Statistic
GGVCX
Category
Alpha (against Standard Index)
0.13
-0.10
Beta (against Standard Index)
0.33
0.48
Mean Annual Return
4.21
0.37
R-squared (against Standard Index)
60
65.12
Standard Deviation
1.63
2.29
Sharpe Ratio
0.79
N/A
Treynor Ratio
3.94
N/A
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