Glenmede Small Cap Equity Portfolio

Scorecard
4 / 5 Stars
Lipper
5 5 3 4 3
Zacks Investment Research
4 (Sell)
Standard & Poor's
5 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.3
Mean 1.41
Sharpe Ratio 0.98
Bear Market Decile Rank 40

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 88.6 96.53
Beta 1.3 0.99
Alpha -1.58 3.2