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Sunday, December 27, 2009, 8:23PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Glenmede US Emerging Growth (GTGSX)On Dec 24: 5.24  Up 0.03 (0.58%)  
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Risk  As of 30-Nov-09Get 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
StatisticGTGSXCategory
Alpha (against Standard Index)-3.770.16
Beta (against Standard Index)1.161.12
Mean Annual Return-11.13-0.38
R-squared (against Standard Index)8784.86
Standard Deviation24.6424.29
Sharpe Ratio-0.44N/A
Treynor Ratio-11.59N/A
5 Years
StatisticGTGSXCategory
Alpha (against Standard Index)-1.42-0.01
Beta (against Standard Index)1.211.17
Mean Annual Return-1.900.16
R-squared (against Standard Index)8280.32
Standard Deviation21.4220.99
Sharpe Ratio-0.12N/A
Treynor Ratio-4.03N/A
10 Years
StatisticGTGSXCategory
Alpha (against Standard Index)N/A4.06
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A57.27
Standard DeviationN/A25.21
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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