Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 4, 2009, 3:13AM ET - U.S. Markets open in 6 hours and 17 minutes.
Dow
0.83%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
GE International Equity C (GIECX)
On
Dec 3
:
12.22
0.03
(0.24%)
MORE ON GIECX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.21%
Worst 1 Yr Total Return
(2008)
:
-45.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GIECX
Category
Alpha (against Standard Index)
1.05
-0.52
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-4.66
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
25.17
24.79
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.85
N/A
5 Years
Statistic
GIECX
Category
Alpha (against Standard Index)
0.45
-0.43
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
5.49
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
21.04
20.52
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.37
N/A
10 Years
Statistic
GIECX
Category
Alpha (against Standard Index)
-1.43
-0.03
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
0.35
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
19.50
19.09
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.49
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center