Glenmede Philadelphia International Emerging Markets Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 21.8
Mean 0.26
Sharpe Ratio 0.14
Bear Market Decile Rank 42

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EM NR USD
R-Squared 87.77 95.81
Beta 1.23 1.1
Alpha -5.39 1.54