Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 17, 2009, 12:06PM ET - U.S. Markets close in 3 hours and 54 minutes. Dow Down 0.97% Nasdaq Down 1.04%
Glenmede Long/Short (GTAPX)On Dec 16: 8.28  Down 0.01 (0.12%)  
MORE ON GTAPX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:0
Number of Years Down:2
Best 1 Yr Total Return (2007):-0.81%
Worst 1 Yr Total Return (2008):-12.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGTAPXCategory
Alpha (against Standard Index)-6.111.21
Beta (against Standard Index)-0.12-3.35
Mean Annual Return-4.19-0.08
R-squared (against Standard Index)05.48
Standard Deviation7.2410.53
Sharpe Ratio-0.87N/A
Treynor Ratio53.18N/A
5 Years
StatisticGTAPXCategory
Alpha (against Standard Index)N/A2.47
Beta (against Standard Index)N/A-4.10
Mean Annual ReturnN/A0.20
R-squared (against Standard Index)N/A4.85
Standard DeviationN/A9.26
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticGTAPXCategory
Alpha (against Standard Index)N/A2.77
Beta (against Standard Index)N/A-2.54
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A1.71
Standard DeviationN/A8.34
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center