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Glenmede NJ Municipal (GTNJX)On Dec 24: 10.51   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):4.64%
Worst 1 Yr Total Return (2005):1.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGTNJXCategory
Alpha (against Standard Index)0.98-1.88
Beta (against Standard Index)0.661.10
Mean Annual Return4.550.22
R-squared (against Standard Index)8088.42
Standard Deviation4.397.30
Sharpe Ratio0.51N/A
Treynor Ratio3.48N/A
5 Years
StatisticGTNJXCategory
Alpha (against Standard Index)-0.08-1.03
Beta (against Standard Index)0.661.08
Mean Annual Return3.920.30
R-squared (against Standard Index)8087.33
Standard Deviation3.565.83
Sharpe Ratio0.26N/A
Treynor Ratio1.42N/A
10 Years
StatisticGTNJXCategory
Alpha (against Standard Index)-0.19-1.04
Beta (against Standard Index)0.681.05
Mean Annual Return4.590.39
R-squared (against Standard Index)8685.32
Standard Deviation3.425.44
Sharpe Ratio0.48N/A
Treynor Ratio2.44N/A

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