Ratings & Risk for GE Global Equity A (GEGEX)

Morningstar Category: World Stock
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Average
    		139
    5-Year Average Average
    		113
    10-Year Below Average Below Average
    		83
    Overall Below Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 22.36 -0.27 -0.25
    5-Year 18.52 0.42 0.11
    10-Year 17.25 0.19 -0.04
    15-Year 16.52 0.47 0.12
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.66 0.92 -13.17
    3-Year 94.62 0.90 -1.30
    5-Year 94.28 0.90 -1.56
    10-Year 92.57 0.92 -1.38

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009