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Glenmede Small Cap Equity Adv (GTCSX)

34.42 +0.65 (+1.92%)
At close: November 5 at 6:46 PM EST

Fund Summary

The fund normally invests at least 80% of the value of its net assets (including borrowings for investment purposes) in equity securities, such as common stocks and preferred stocks, of U.S. small cap companies that the Advisor believes are undervalued. Small cap companies include companies with market capitalizations, at the time of purchase, that are within the market capitalization range of any stock in the Russell 2000? Index at its last rebalancing.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 47.91%
Worst 1Y Total Return --
Number of Years Up 26
Number of Years Down 6

Performance & Risk

YTD Return 7.73%
5y Average Return 12.11%
Rank in Category (ytd) 67
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
GTCSXCategory AverageGTCSXCategory AverageGTCSXCategory Average
Alpha -3.64 -0.09 -3.22 -0.06 -4.55 -0.06
BETA 1 0.01 1.18 0.01 1.19 0.01
Mean Annual Return 0.77 0.01 1.31 0.01 0.96 0.01
R-squared 69.86 0.83 74.7 0.77 74.51 0.78
Standard Deviation 20.9 0.26 24.48 0.21 20.95 0.19
Sharpe Ratio 0.26 0 0.54 0.01 0.47 0.01
Treynor Ratio 3.43 0.08 9.37 0.1 6.66 0.09

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