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Wednesday, December 9, 2009, 4:51PM ET - U.S. Markets Closed. Dow  0.50% Nasdaq  0.49%

Glenmede Small Cap Equity Adv (GTCSX)

On Dec 8: 12.28   0.14 (1.13%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 21.33% Worst 1 Yr Total Return (2008): -36.74% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GTCSX Category Alpha (against Standard Index) 3.08 1.01 Beta (against Standard Index) 1.21 1.19 Mean Annual Return -6.78 -0.48 R-squared (against Standard Index) 88 87.23 Standard Deviation 25.10 24.84 Sharpe Ratio -0.25 N/A Treynor Ratio -7.61 N/A 5 Years Statistic GTCSX Category Alpha (against Standard Index) 2.14 1.42 Beta (against Standard Index) 1.23 1.21 Mean Annual Return 1.19 0.23 R-squared (against Standard Index) 85 84.16 Standard Deviation 21.25 21.07 Sharpe Ratio 0.02 N/A Treynor Ratio -1.49 N/A 10 Years Statistic GTCSX Category Alpha (against Standard Index) 7.84 7.80 Beta (against Standard Index) 0.94 1.01 Mean Annual Return 6.83 0.68 R-squared (against Standard Index) 67 64.84 Standard Deviation 18.50 20.31 Sharpe Ratio 0.29 N/A Treynor Ratio 4.10 N/A
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