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GE Short-Term Government C (GGVEX)
On
Dec 8
:
11.61
0.01
(0.09%)
MORE ON GGVEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.46%
Worst 1 Yr Total Return
(2004)
:
-0.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GGVEX
Category
Alpha (against Standard Index)
0.03
1.08
Beta (against Standard Index)
0.27
0.37
Mean Annual Return
3.50
0.41
R-squared (against Standard Index)
44
48.77
Standard Deviation
1.63
2.20
Sharpe Ratio
0.64
N/A
Treynor Ratio
4.04
N/A
5 Years
Statistic
GGVEX
Category
Alpha (against Standard Index)
-0.81
-0.02
Beta (against Standard Index)
0.28
0.39
Mean Annual Return
2.76
0.31
R-squared (against Standard Index)
47
53.98
Standard Deviation
1.42
1.94
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-0.96
N/A
10 Years
Statistic
GGVEX
Category
Alpha (against Standard Index)
-0.62
-0.11
Beta (against Standard Index)
0.32
0.46
Mean Annual Return
3.40
0.36
R-squared (against Standard Index)
59
65.31
Standard Deviation
1.63
2.21
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.34
N/A
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