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Sunday, December 6, 2009, 2:41AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Glenmede Small Cap Equity Instl (GTSCX)

On Dec 4: 12.74   0.23 (1.84%)

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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): 21.51% Worst 1 Yr Total Return (2008): -36.65% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GTSCX Category Alpha (against Standard Index) 3.39 1.01 Beta (against Standard Index) 1.21 1.19 Mean Annual Return -6.48 -0.48 R-squared (against Standard Index) 88 87.23 Standard Deviation 25.10 24.84 Sharpe Ratio -0.24 N/A Treynor Ratio -7.36 N/A 5 Years Statistic GTSCX Category Alpha (against Standard Index) 2.41 1.42 Beta (against Standard Index) 1.23 1.21 Mean Annual Return 1.47 0.23 R-squared (against Standard Index) 85 84.16 Standard Deviation 21.25 21.07 Sharpe Ratio 0.04 N/A Treynor Ratio -1.26 N/A 10 Years Statistic GTSCX Category Alpha (against Standard Index) 8.08 7.80 Beta (against Standard Index) 0.94 1.01 Mean Annual Return 7.09 0.68 R-squared (against Standard Index) 67 64.84 Standard Deviation 18.49 20.31 Sharpe Ratio 0.31 N/A Treynor Ratio 4.38 N/A
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