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Wednesday, December 9, 2009, 7:00AM ET - U.S. Markets open in 2 hours and 30 minutes. Dow Down 1.00% Nasdaq  0.00%
GAMCO Growth AAA (GABGX)On Dec 8: 27.72  Down 0.38 (1.35%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):18.13%
Worst 1 Yr Total Return (2008):-45.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGABGXCategory
Alpha (against Standard Index)4.812.45
Beta (against Standard Index)1.101.00
Mean Annual Return-3.98-0.24
R-squared (against Standard Index)8688.47
Standard Deviation23.2320.84
Sharpe Ratio-0.16N/A
Treynor Ratio-5.80N/A
5 Years
StatisticGABGXCategory
Alpha (against Standard Index)2.010.94
Beta (against Standard Index)1.101.01
Mean Annual Return1.690.21
R-squared (against Standard Index)8586.37
Standard Deviation18.8817.46
Sharpe Ratio0.03N/A
Treynor Ratio-1.21N/A
10 Years
StatisticGABGXCategory
Alpha (against Standard Index)-0.680.18
Beta (against Standard Index)1.221.04
Mean Annual Return-3.080.04
R-squared (against Standard Index)8778.62
Standard Deviation20.9819.22
Sharpe Ratio-0.18N/A
Treynor Ratio-4.97N/A

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