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GE Short-Term Government Y (GGVDX)
On
Dec 4
:
11.56
0.02
(0.17%)
MORE ON GGVDX
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Risk
As of 31-Oct-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)
:
5.51%
Worst 1 Yr Total Return
(2004)
:
0.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GGVDX
Category
Alpha (against Standard Index)
1.02
1.08
Beta (against Standard Index)
0.27
0.37
Mean Annual Return
4.52
0.41
R-squared (against Standard Index)
43
48.77
Standard Deviation
1.62
2.20
Sharpe Ratio
1.23
N/A
Treynor Ratio
7.88
N/A
5 Years
Statistic
GGVDX
Category
Alpha (against Standard Index)
0.18
-0.02
Beta (against Standard Index)
0.27
0.39
Mean Annual Return
3.77
0.31
R-squared (against Standard Index)
47
53.98
Standard Deviation
1.42
1.94
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.72
N/A
10 Years
Statistic
GGVDX
Category
Alpha (against Standard Index)
0.36
-0.11
Beta (against Standard Index)
0.32
0.46
Mean Annual Return
4.41
0.36
R-squared (against Standard Index)
58
65.31
Standard Deviation
1.62
2.21
Sharpe Ratio
0.89
N/A
Treynor Ratio
4.51
N/A
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