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

Tuesday, December 1, 2009, 7:17PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Glenmede International (GTCIX)On Dec 1: 13.26  Up 0.39 (3.03%)  
MORE ON GTCIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):26.83%
Worst 1 Yr Total Return (2008):-46.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGTCIXCategory
Alpha (against Standard Index)-0.22-0.42
Beta (against Standard Index)1.131.00
Mean Annual Return-6.93-0.24
R-squared (against Standard Index)9595.20
Standard Deviation27.6524.69
Sharpe Ratio-0.20N/A
Treynor Ratio-8.28N/A
5 Years
StatisticGTCIXCategory
Alpha (against Standard Index)-1.08-0.74
Beta (against Standard Index)1.111.00
Mean Annual Return3.810.52
R-squared (against Standard Index)9594.71
Standard Deviation22.5020.34
Sharpe Ratio0.15N/A
Treynor Ratio0.71N/A
10 Years
StatisticGTCIXCategory
Alpha (against Standard Index)1.292.15
Beta (against Standard Index)1.030.98
Mean Annual Return3.120.49
R-squared (against Standard Index)9391.79
Standard Deviation19.3018.42
Sharpe Ratio0.11N/A
Treynor Ratio0.15N/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