U.S. markets closed

Glenmede Secured Options Portfolio (GTSOX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
Add to watchlist
11.720.00 (0.00%)
At close: 8:00PM EDT

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up8
Number of Years Down1
Best 1 Yr Total Return (Feb 3, 2019)18.45%
Worst 1 Yr Total Return (Feb 3, 2019)-4.65%

Risk Statistics

3 Years
GTSOXCategory Average
5 Years
GTSOXCategory Average
10 Years
GTSOXCategory Average
Alpha
-6.070.06
-3.860.08
-1.24-0.03
Beta
0.710
0.690
0.640.01
Mean Annual Return
0.220.01
0.360.01
0.660
R-squared
88.230.74
84.40.7
77.780.75
Standard Deviation
12.80.24
11.030.27
9.710.09
Sharpe Ratio
0.080
0.280
0.760.01
Treynor Ratio
0.24-0.09
3.710.01
11.170.07