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Wednesday, February 10, 2010, 4:44AM ET - U.S. Markets open in 4 hours and 46 minutes. Dow Up 1.52% Nasdaq  0.00%
GE Government Securities A (ITGAX)On Feb 9: 8.90  Down 0.03 (0.34%)  
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Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2008):10.44%
Worst 1 Yr Total Return (2009):-3.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticITGAXCategory
Alpha (against Standard Index)-0.660.21
Beta (against Standard Index)0.870.78
Mean Annual Return5.230.48
R-squared (against Standard Index)5765.97
Standard Deviation4.924.17
Sharpe Ratio0.67N/A
Treynor Ratio3.75N/A
5 Years
StatisticITGAXCategory
Alpha (against Standard Index)-1.06-0.26
Beta (against Standard Index)0.910.80
Mean Annual Return3.810.37
R-squared (against Standard Index)6671.52
Standard Deviation4.243.58
Sharpe Ratio0.23N/A
Treynor Ratio0.99N/A
10 Years
StatisticITGAXCategory
Alpha (against Standard Index)-1.44-0.45
Beta (against Standard Index)1.080.85
Mean Annual Return5.280.45
R-squared (against Standard Index)8178.71
Standard Deviation4.633.73
Sharpe Ratio0.54N/A
Treynor Ratio2.26N/A

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