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GAMCO Global Growth A (GGGAX)
On
Dec 2
:
21.52
0.08
(0.37%)
MORE ON GGGAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
17.68%
Worst 1 Yr Total Return
(2008)
:
-44.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GGGAX
Category
Alpha (against Standard Index)
2.18
-0.56
Beta (against Standard Index)
0.95
0.91
Mean Annual Return
-2.87
-0.21
R-squared (against Standard Index)
90
90.41
Standard Deviation
24.00
22.89
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.56
N/A
5 Years
Statistic
GGGAX
Category
Alpha (against Standard Index)
-0.75
-1.40
Beta (against Standard Index)
0.93
0.90
Mean Annual Return
4.11
0.44
R-squared (against Standard Index)
89
89.02
Standard Deviation
19.59
19.07
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.17
N/A
10 Years
Statistic
GGGAX
Category
Alpha (against Standard Index)
-2.90
0.66
Beta (against Standard Index)
1.06
0.93
Mean Annual Return
-1.67
0.36
R-squared (against Standard Index)
73
79.68
Standard Deviation
22.34
19.07
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.36
N/A
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