Glenmede Large Cap Core Portfolio

Class No Load (GTLOX)
Scorecard
5 / 5 Stars
Lipper
5 5 4 3 3
Zacks Investment Research
2 (Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.9
Mean 1.41
Sharpe Ratio 1.13
Bear Market Decile Rank 58

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 95.77 97.78
Beta 1.17 0.99
Alpha 0.33 1.66