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GAMCO Growth AAA (GABGX)
On
Dec 8
:
27.72
0.38
(1.35%)
MORE ON GABGX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
GABGX
Category
Alpha (against Standard Index)
4.81
2.45
Beta (against Standard Index)
1.10
1.00
Mean Annual Return
-3.98
-0.24
R-squared (against Standard Index)
86
88.47
Standard Deviation
23.23
20.84
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.80
N/A
5 Years
Statistic
GABGX
Category
Alpha (against Standard Index)
2.01
0.94
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
1.69
0.21
R-squared (against Standard Index)
85
86.37
Standard Deviation
18.88
17.46
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.21
N/A
10 Years
Statistic
GABGX
Category
Alpha (against Standard Index)
-0.68
0.18
Beta (against Standard Index)
1.22
1.04
Mean Annual Return
-3.08
0.04
R-squared (against Standard Index)
87
78.62
Standard Deviation
20.98
19.22
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.97
N/A
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