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Monday, December 7, 2009, 6:29PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
Glenmede Core Fixed Income (GTCGX)On Dec 7: 11.38  Up 0.03 (0.26%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2008):7.74%
Worst 1 Yr Total Return (2005):2.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGTCGXCategory
Alpha (against Standard Index)0.25-1.72
Beta (against Standard Index)1.051.02
Mean Annual Return6.800.39
R-squared (against Standard Index)9359.27
Standard Deviation4.385.93
Sharpe Ratio0.96N/A
Treynor Ratio4.17N/A
5 Years
StatisticGTCGXCategory
Alpha (against Standard Index)0.06-1.05
Beta (against Standard Index)1.040.98
Mean Annual Return5.190.33
R-squared (against Standard Index)9461.87
Standard Deviation3.864.88
Sharpe Ratio0.55N/A
Treynor Ratio2.09N/A
10 Years
StatisticGTCGXCategory
Alpha (against Standard Index)-0.30-0.65
Beta (against Standard Index)1.050.96
Mean Annual Return6.130.45
R-squared (against Standard Index)9671.12
Standard Deviation4.024.47
Sharpe Ratio0.77N/A
Treynor Ratio3.03N/A

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