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Gabelli Entpr Mergers and Acquisitions B (EMABX)On Dec 4: 9.02  Up 0.04 (0.45%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):14.69%
Worst 1 Yr Total Return (2008):-27.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticEMABXCategory
Alpha (against Standard Index)3.132.78
Beta (against Standard Index)0.951.14
Mean Annual Return-3.64-0.31
R-squared (against Standard Index)8988.48
Standard Deviation19.5123.83
Sharpe Ratio-0.21N/A
Treynor Ratio-6.40N/A
5 Years
StatisticEMABXCategory
Alpha (against Standard Index)1.032.11
Beta (against Standard Index)0.901.17
Mean Annual Return1.610.29
R-squared (against Standard Index)8786.78
Standard Deviation15.3420.06
Sharpe Ratio-0.01N/A
Treynor Ratio-1.58N/A
10 Years
StatisticEMABXCategory
Alpha (against Standard Index)N/A6.25
Beta (against Standard Index)N/A1.05
Mean Annual ReturnN/A0.54
R-squared (against Standard Index)N/A72.80
Standard DeviationN/A19.97
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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