Ratings & Risk for GE Global Equity R (GELRX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		139
    5-Year Average Average
    		113
    10-Year Below Average Below Average
    		83
    Overall 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 -0.29 -0.27
    5-Year 18.52 0.40 0.10
    10-Year 17.24 0.16 -0.06
    15-Year 16.51 0.45 0.11
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.60 0.92 -13.44
    3-Year 94.59 0.90 -1.57
    5-Year 94.26 0.90 -1.83
    10-Year 92.55 0.92 -1.64

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009