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Glenmede Large Cap Value (GTMEX)

On Dec 4: 8.25   0.07 (0.86%)

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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): 17.33% Worst 1 Yr Total Return (2008): -34.69% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GTMEX Category Alpha (against Standard Index) 1.20 -1.05 Beta (against Standard Index) 0.97 1.02 Mean Annual Return -5.68 -0.55 R-squared (against Standard Index) 93 94.27 Standard Deviation 19.61 20.65 Sharpe Ratio -0.32 N/A Treynor Ratio -8.34 N/A 5 Years Statistic GTMEX Category Alpha (against Standard Index) 1.60 0.04 Beta (against Standard Index) 0.96 1.02 Mean Annual Return 2.01 0.14 R-squared (against Standard Index) 92 93.13 Standard Deviation 15.91 16.85 Sharpe Ratio 0.02 N/A Treynor Ratio -1.06 N/A 10 Years Statistic GTMEX Category Alpha (against Standard Index) 2.47 2.54 Beta (against Standard Index) 0.84 0.88 Mean Annual Return 2.12 0.27 R-squared (against Standard Index) 83 80.76 Standard Deviation 14.91 15.89 Sharpe Ratio 0.02 N/A Treynor Ratio -1.00 N/A
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