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Glenmede Strategic Equity (GTCEX)
On
Dec 4
:
15.13
0.10
(0.67%)
MORE ON GTCEX
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Risk
As of 31-Oct-09
Get
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
Statistic
GTCEX
Category
Alpha (against Standard Index)
1.78
2.45
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-4.93
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
19.17
20.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.69
N/A
5 Years
Statistic
GTCEX
Category
Alpha (against Standard Index)
0.91
0.94
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
1.37
0.21
R-squared (against Standard Index)
94
86.37
Standard Deviation
15.59
17.46
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.74
N/A
10 Years
Statistic
GTCEX
Category
Alpha (against Standard Index)
-0.30
0.18
Beta (against Standard Index)
0.91
1.04
Mean Annual Return
-0.89
0.04
R-squared (against Standard Index)
93
78.62
Standard Deviation
15.23
19.22
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.22
N/A
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