GE Institutional Small Cap Equity Fund

Scorecard
4 / 5 Stars
Lipper
4 4 4 2 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.4
Mean 1.28
Sharpe Ratio 0.99
Bear Market Decile Rank 16

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 87.48 97.72
Beta 1.15 0.93
Alpha -1.11 1.4

See Also:

Top GE Asset Management Funds