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Gabelli Utilities B (GAUBX)
On
Dec 15
:
6.00
0.03
(0.50%)
MORE ON GAUBX
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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)
:
22.07%
Worst 1 Yr Total Return
(2008)
:
-21.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GAUBX
Category
Alpha (against Standard Index)
0.91
0.42
Beta (against Standard Index)
0.65
0.74
Mean Annual Return
-1.91
-0.16
R-squared (against Standard Index)
77
63.91
Standard Deviation
14.58
18.41
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.46
N/A
5 Years
Statistic
GAUBX
Category
Alpha (against Standard Index)
2.93
4.13
Beta (against Standard Index)
0.64
0.72
Mean Annual Return
4.62
0.53
R-squared (against Standard Index)
69
57.34
Standard Deviation
12.27
15.40
Sharpe Ratio
0.19
N/A
Treynor Ratio
2.57
N/A
10 Years
Statistic
GAUBX
Category
Alpha (against Standard Index)
3.60
3.08
Beta (against Standard Index)
0.58
0.67
Mean Annual Return
4.37
0.38
R-squared (against Standard Index)
47
48.30
Standard Deviation
13.82
15.77
Sharpe Ratio
0.17
N/A
Treynor Ratio
2.47
N/A
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