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Monday, December 21, 2009, 4:45PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
GAMCO Growth C (GGCCX)On Dec 18: 26.67  Up 0.15 (0.57%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):17.23%
Worst 1 Yr Total Return (2008):-46.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGGCCXCategory
Alpha (against Standard Index)3.672.20
Beta (against Standard Index)1.100.99
Mean Annual Return-3.62-0.14
R-squared (against Standard Index)8688.76
Standard Deviation23.4321.04
Sharpe Ratio-0.13N/A
Treynor Ratio-5.38N/A
5 Years
StatisticGGCCXCategory
Alpha (against Standard Index)1.140.80
Beta (against Standard Index)1.101.01
Mean Annual Return1.230.24
R-squared (against Standard Index)8686.59
Standard Deviation18.9617.50
Sharpe Ratio0.01N/A
Treynor Ratio-1.60N/A
10 Years
StatisticGGCCXCategory
Alpha (against Standard Index)-1.84-0.13
Beta (against Standard Index)1.211.04
Mean Annual Return-3.720.05
R-squared (against Standard Index)8778.99
Standard Deviation21.0019.17
Sharpe Ratio-0.21N/A
Treynor Ratio-5.48N/A

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