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Glenmede International (GTCIX)
On
Dec 1
:
13.26
0.39
(3.03%)
MORE ON GTCIX
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Risk
As of 31-Oct-09
Get
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
Statistic
GTCIX
Category
Alpha (against Standard Index)
-0.22
-0.42
Beta (against Standard Index)
1.13
1.00
Mean Annual Return
-6.93
-0.24
R-squared (against Standard Index)
95
95.20
Standard Deviation
27.65
24.69
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-8.28
N/A
5 Years
Statistic
GTCIX
Category
Alpha (against Standard Index)
-1.08
-0.74
Beta (against Standard Index)
1.11
1.00
Mean Annual Return
3.81
0.52
R-squared (against Standard Index)
95
94.71
Standard Deviation
22.50
20.34
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.71
N/A
10 Years
Statistic
GTCIX
Category
Alpha (against Standard Index)
1.29
2.15
Beta (against Standard Index)
1.03
0.98
Mean Annual Return
3.12
0.49
R-squared (against Standard Index)
93
91.79
Standard Deviation
19.30
18.42
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.15
N/A
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