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Glenmede US Emerging Growth (GTGSX)
On
Dec 24
:
5.24
0.03
(0.58%)
MORE ON GTGSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
12.80%
Worst 1 Yr Total Return
(2008)
:
-37.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GTGSX
Category
Alpha (against Standard Index)
-3.77
0.16
Beta (against Standard Index)
1.16
1.12
Mean Annual Return
-11.13
-0.38
R-squared (against Standard Index)
87
84.86
Standard Deviation
24.64
24.29
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.59
N/A
5 Years
Statistic
GTGSX
Category
Alpha (against Standard Index)
-1.42
-0.01
Beta (against Standard Index)
1.21
1.17
Mean Annual Return
-1.90
0.16
R-squared (against Standard Index)
82
80.32
Standard Deviation
21.42
20.99
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.03
N/A
10 Years
Statistic
GTGSX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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