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Thursday, December 24, 2009, 8:35PM ET - U.S. Markets closed early today. Dow  0.51% Nasdaq  0.71%

GE Core Value Equity A (ITVAX)

On Dec 24: 8.47   0.03 (0.36%)

MORE ON ITVAX

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Risk  As of 30-Nov-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 (2006): 17.31% Worst 1 Yr Total Return (2008): -33.24% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ITVAX Category Alpha (against Standard Index) 2.69 0.06 Beta (against Standard Index) 0.97 1.00 Mean Annual Return -3.00 -0.33 R-squared (against Standard Index) 98 95.82 Standard Deviation 19.55 20.42 Sharpe Ratio -0.17 N/A Treynor Ratio -5.41 N/A 5 Years Statistic ITVAX Category Alpha (against Standard Index) 1.66 0.04 Beta (against Standard Index) 0.96 1.01 Mean Annual Return 2.48 0.17 R-squared (against Standard Index) 97 95.19 Standard Deviation 15.70 16.64 Sharpe Ratio 0.05 N/A Treynor Ratio -0.53 N/A 10 Years Statistic ITVAX Category Alpha (against Standard Index) 1.60 0.81 Beta (against Standard Index) 0.90 0.96 Mean Annual Return 1.45 0.14 R-squared (against Standard Index) 95 91.13 Standard Deviation 14.95 16.39 Sharpe Ratio -0.02 N/A Treynor Ratio -1.64 N/A
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