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GAMCO International Growth C (GCIGX)
On
Dec 24
:
18.68
0.16
(0.86%)
MORE ON GCIGX
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Risk
As of 30-Nov-09
Get
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
Statistic
GCIGX
Category
Alpha (against Standard Index)
0.44
1.72
Beta (against Standard Index)
0.98
1.03
Mean Annual Return
-5.04
-0.10
R-squared (against Standard Index)
93
93.99
Standard Deviation
24.30
25.56
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-7.47
N/A
5 Years
Statistic
GCIGX
Category
Alpha (against Standard Index)
-1.11
0.68
Beta (against Standard Index)
0.99
1.03
Mean Annual Return
2.86
0.57
R-squared (against Standard Index)
92
93.91
Standard Deviation
20.30
20.91
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.13
N/A
10 Years
Statistic
GCIGX
Category
Alpha (against Standard Index)
-1.18
-0.08
Beta (against Standard Index)
0.98
1.05
Mean Annual Return
0.53
0.29
R-squared (against Standard Index)
86
87.06
Standard Deviation
19.06
20.42
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.44
N/A
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