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Gabelli Entpr Mergers and Acquisitions A (EMAAX)
On
Dec 2
:
9.46
0.02
(0.21%)
MORE ON EMAAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.19%
Worst 1 Yr Total Return
(2008)
:
-26.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EMAAX
Category
Alpha (against Standard Index)
6.05
2.78
Beta (against Standard Index)
0.95
1.14
Mean Annual Return
-0.80
-0.31
R-squared (against Standard Index)
87
88.48
Standard Deviation
19.72
23.83
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.41
N/A
5 Years
Statistic
EMAAX
Category
Alpha (against Standard Index)
3.03
2.11
Beta (against Standard Index)
0.89
1.17
Mean Annual Return
3.64
0.29
R-squared (against Standard Index)
84
86.78
Standard Deviation
15.46
20.06
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.69
N/A
10 Years
Statistic
EMAAX
Category
Alpha (against Standard Index)
N/A
6.25
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
72.80
Standard Deviation
N/A
19.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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