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Gabelli Small Cap Growth A (GCASX)
On
Dec 18
:
26.19
0.12
(0.46%)
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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
(2004)
:
21.72%
Worst 1 Yr Total Return
(2008)
:
-30.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GCASX
Category
Alpha (against Standard Index)
3.88
-0.48
Beta (against Standard Index)
1.00
1.16
Mean Annual Return
-2.30
-0.45
R-squared (against Standard Index)
89
86.39
Standard Deviation
21.12
24.75
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.55
N/A
5 Years
Statistic
GCASX
Category
Alpha (against Standard Index)
3.26
0.00
Beta (against Standard Index)
1.03
1.17
Mean Annual Return
3.73
0.16
R-squared (against Standard Index)
86
83.41
Standard Deviation
17.76
20.64
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.73
N/A
10 Years
Statistic
GCASX
Category
Alpha (against Standard Index)
8.55
7.16
Beta (against Standard Index)
0.88
1.00
Mean Annual Return
8.50
0.66
R-squared (against Standard Index)
74
64.42
Standard Deviation
16.56
20.26
Sharpe Ratio
0.40
N/A
Treynor Ratio
6.35
N/A
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