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Glenmede NJ Municipal (GTNJX)
On
Dec 24
:
10.51
0.00
(0.00%)
MORE ON GTNJX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
GTNJX
Category
Alpha (against Standard Index)
0.98
-1.88
Beta (against Standard Index)
0.66
1.10
Mean Annual Return
4.55
0.22
R-squared (against Standard Index)
80
88.42
Standard Deviation
4.39
7.30
Sharpe Ratio
0.51
N/A
Treynor Ratio
3.48
N/A
5 Years
Statistic
GTNJX
Category
Alpha (against Standard Index)
-0.08
-1.03
Beta (against Standard Index)
0.66
1.08
Mean Annual Return
3.92
0.30
R-squared (against Standard Index)
80
87.33
Standard Deviation
3.56
5.83
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.42
N/A
10 Years
Statistic
GTNJX
Category
Alpha (against Standard Index)
-0.19
-1.04
Beta (against Standard Index)
0.68
1.05
Mean Annual Return
4.59
0.39
R-squared (against Standard Index)
86
85.32
Standard Deviation
3.42
5.44
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.44
N/A
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