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Gabelli Utilities AAA (GABUX)

5.15 Down 0.03(0.58%) Oct 1

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up11
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2003):29.47%
Worst 1 Yr Total Return(Dec 30, 2008):-20.90%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)4.067.98
Beta (against Standard Index)0.530.46
Mean Annual Return0.971.21
R-squared (against Standard Index)55.7435.46
Standard Deviation9.5511.16
Sharpe Ratio1.211.30
Treynor Ratio21.9636.03
5 Years
Alpha (against Standard Index)5.186.82
Beta (against Standard Index)0.560.55
Mean Annual Return1.001.14
R-squared (against Standard Index)68.3450.81
Standard Deviation9.8411.54
Sharpe Ratio1.221.18
Treynor Ratio21.7726.00
10 Years
Alpha (against Standard Index)3.704.67
Beta (against Standard Index)0.550.61
Mean Annual Return0.780.90
R-squared (against Standard Index)69.4057.04
Standard Deviation10.9613.52
Sharpe Ratio0.710.68
Treynor Ratio13.6614.44