Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 25, 2009, 7:09PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
GAMCO International Growth C (GCIGX)On Dec 24: 18.68  Up 0.16 (0.86%)  
MORE ON GCIGX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):20.23%
Worst 1 Yr Total Return (2008):-43.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGCIGXCategory
Alpha (against Standard Index)0.441.72
Beta (against Standard Index)0.981.03
Mean Annual Return-5.04-0.10
R-squared (against Standard Index)9393.99
Standard Deviation24.3025.56
Sharpe Ratio-0.18N/A
Treynor Ratio-7.47N/A
5 Years
StatisticGCIGXCategory
Alpha (against Standard Index)-1.110.68
Beta (against Standard Index)0.991.03
Mean Annual Return2.860.57
R-squared (against Standard Index)9293.91
Standard Deviation20.3020.91
Sharpe Ratio0.10N/A
Treynor Ratio-0.13N/A
10 Years
StatisticGCIGXCategory
Alpha (against Standard Index)-1.18-0.08
Beta (against Standard Index)0.981.05
Mean Annual Return0.530.29
R-squared (against Standard Index)8687.06
Standard Deviation19.0620.42
Sharpe Ratio-0.03N/A
Treynor Ratio-2.44N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center