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Sunday, December 6, 2009, 8:13AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Glenmede Strategic Equity (GTCEX)On Dec 4: 15.13  Up 0.10 (0.67%)  
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Risk  As of 31-Oct-09Get 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):13.21%
Worst 1 Yr Total Return (2008):-36.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGTCEXCategory
Alpha (against Standard Index)1.782.45
Beta (against Standard Index)0.961.00
Mean Annual Return-4.93-0.24
R-squared (against Standard Index)9588.47
Standard Deviation19.1720.84
Sharpe Ratio-0.29N/A
Treynor Ratio-7.69N/A
5 Years
StatisticGTCEXCategory
Alpha (against Standard Index)0.910.94
Beta (against Standard Index)0.951.01
Mean Annual Return1.370.21
R-squared (against Standard Index)9486.37
Standard Deviation15.5917.46
Sharpe Ratio-0.02N/A
Treynor Ratio-1.74N/A
10 Years
StatisticGTCEXCategory
Alpha (against Standard Index)-0.300.18
Beta (against Standard Index)0.911.04
Mean Annual Return-0.890.04
R-squared (against Standard Index)9378.62
Standard Deviation15.2319.22
Sharpe Ratio-0.17N/A
Treynor Ratio-4.22N/A

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