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Gabelli Gold AAA (GOLDX)

18.21 Down 0.23(1.25%) Aug 23

Risk as of Jul 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up11
Number of Years Down10
Best 1 Yr Total Return(Dec 30, 2002):87.20%
Worst 1 Yr Total Return(Dec 30, 2013):-51.30%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)20.8713.22
Beta (against Standard Index)0.200.36
Mean Annual Return1.851.30
R-squared (against Standard Index)0.301.20
Standard Deviation42.6941.44
Sharpe Ratio0.520.37
Treynor Ratio73.3526.21
5 Years
Alpha (against Standard Index)-2.88-8.35
Beta (against Standard Index)0.530.64
Mean Annual Return0.09-0.30
R-squared (against Standard Index)3.345.41
Standard Deviation39.7538.64
Sharpe Ratio0.02-0.10
Treynor Ratio-12.03-16.50
10 Years
Alpha (against Standard Index)5.823.09
Beta (against Standard Index)0.780.82
Mean Annual Return0.890.68
R-squared (against Standard Index)11.6014.04
Standard Deviation39.2438.08
Sharpe Ratio0.250.19
Treynor Ratio2.810.30