Nasdaq - Delayed Quote USD

Glenmede Disciplined US Small Cap Eq Ptf (GQSCX)

12.93
+0.19
+(1.49%)
At close: 8:01:05 PM EDT

Fund Summary

Under normal market circumstances, the Portfolio invests at least 80% of the value of its net assets (including borrowings for investment purposes) in common stocks of small cap companies tied economically to the U.S. The Advisor uses proprietary multi-factor computer models to select stocks that the models identify as undervalued. These computer models rank securities based on certain criteria, including price in relation to earnings, cash flow and assets, and material ESG criteria.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 31.84%
Worst 1Y Total Return --
Number of Years Up 5
Number of Years Down 2

Performance & Risk

YTD Return -8.49%
5y Average Return 13.38%
Rank in Category (ytd) 73
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.17
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
GQSCXCategory AverageGQSCXCategory AverageGQSCXCategory Average
Alpha -5.96 -0.12 -0.42 -0.08 -- -0.07
BETA 1.17 0.01 1.03 0.01 -- 0.01
Mean Annual Return 0.69 0.01 1.32 0.01 -- 0.01
R-squared 67.33 0.78 63.09 0.72 -- 0.73
Standard Deviation 23.23 0.28 20.85 0.23 -- 0.2
Sharpe Ratio 0.16 0 0.62 0.01 -- 0.01
Treynor Ratio 0.98 0.06 11.44 0.09 -- 0.08

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