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Saturday, December 26, 2009, 3:58AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Gabelli ABC (GABCX)On Dec 24: 9.85  Up 0.01 (0.10%)  
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Risk  As of 30-Nov-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):11.97%
Worst 1 Yr Total Return (2008):-2.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGABCXCategory
Alpha (against Standard Index)2.361.45
Beta (against Standard Index)0.191.13
Mean Annual Return3.37-0.27
R-squared (against Standard Index)7088.11
Standard Deviation4.5723.88
Sharpe Ratio0.26N/A
Treynor Ratio5.74N/A
5 Years
StatisticGABCXCategory
Alpha (against Standard Index)2.431.17
Beta (against Standard Index)0.191.15
Mean Annual Return5.250.26
R-squared (against Standard Index)6486.34
Standard Deviation3.8319.90
Sharpe Ratio0.60N/A
Treynor Ratio12.05N/A
10 Years
StatisticGABCXCategory
Alpha (against Standard Index)2.245.72
Beta (against Standard Index)0.121.04
Mean Annual Return4.940.53
R-squared (against Standard Index)4373.17
Standard Deviation3.0219.87
Sharpe Ratio0.68N/A
Treynor Ratio16.95N/A

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