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Gabelli ABC (GABCX)
On
Dec 24
:
9.85
0.01
(0.10%)
MORE ON GABCX
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Research Reports
Risk
As of 30-Nov-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)
:
11.97%
Worst 1 Yr Total Return
(2008)
:
-2.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GABCX
Category
Alpha (against Standard Index)
2.36
1.45
Beta (against Standard Index)
0.19
1.13
Mean Annual Return
3.37
-0.27
R-squared (against Standard Index)
70
88.11
Standard Deviation
4.57
23.88
Sharpe Ratio
0.26
N/A
Treynor Ratio
5.74
N/A
5 Years
Statistic
GABCX
Category
Alpha (against Standard Index)
2.43
1.17
Beta (against Standard Index)
0.19
1.15
Mean Annual Return
5.25
0.26
R-squared (against Standard Index)
64
86.34
Standard Deviation
3.83
19.90
Sharpe Ratio
0.60
N/A
Treynor Ratio
12.05
N/A
10 Years
Statistic
GABCX
Category
Alpha (against Standard Index)
2.24
5.72
Beta (against Standard Index)
0.12
1.04
Mean Annual Return
4.94
0.53
R-squared (against Standard Index)
43
73.17
Standard Deviation
3.02
19.87
Sharpe Ratio
0.68
N/A
Treynor Ratio
16.95
N/A
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