Glenmede Total Market Portfolio

Class Other (GTTMX)
Scorecard
5 / 5 Stars
Lipper
3 3 3 3 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
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TheStreet.com
A- (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.59
Mean 1.32
Sharpe Ratio 1.01
Bear Market Decile Rank 95

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 95.03 96.38
Beta 1.24 1.19
Alpha -4.16 -3.32