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    Gabelli Gold I (GLDIX)

    18.15 Up 0.47(2.66%) Jul 26

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up2
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):52.46%
    Worst 1 Yr Total Return(Dec 30, 2013):-51.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)21.5813.63
    Beta (against Standard Index)0.220.38
    Mean Annual Return1.931.35
    R-squared (against Standard Index)0.381.34
    Standard Deviation42.8341.60
    Sharpe Ratio0.540.39
    Treynor Ratio68.8325.38
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-2.54-8.30
    Beta (against Standard Index)0.480.60
    Mean Annual Return0.04-0.38
    R-squared (against Standard Index)2.674.69
    Standard Deviation39.5538.43
    Sharpe Ratio0.01-0.12
    Treynor Ratio-14.53-19.24
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)5.122.44
    Beta (against Standard Index)0.780.82
    Mean Annual Return0.810.60
    R-squared (against Standard Index)11.3313.79
    Standard Deviation39.1237.96
    Sharpe Ratio0.220.17
    Treynor Ratio1.51-0.91