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GAMCO Global Growth C (GGGCX)
On
Dec 4
:
19.93
0.15
(0.75%)
MORE ON GGGCX
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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)
:
16.78%
Worst 1 Yr Total Return
(2008)
:
-44.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GGGCX
Category
Alpha (against Standard Index)
1.43
-0.56
Beta (against Standard Index)
0.95
0.91
Mean Annual Return
-3.60
-0.21
R-squared (against Standard Index)
90
90.41
Standard Deviation
23.98
22.89
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-6.33
N/A
5 Years
Statistic
GGGCX
Category
Alpha (against Standard Index)
-1.50
-1.40
Beta (against Standard Index)
0.93
0.90
Mean Annual Return
3.33
0.44
R-squared (against Standard Index)
89
89.02
Standard Deviation
19.57
19.07
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.33
N/A
10 Years
Statistic
GGGCX
Category
Alpha (against Standard Index)
-3.61
0.66
Beta (against Standard Index)
1.06
0.93
Mean Annual Return
-2.36
0.36
R-squared (against Standard Index)
73
79.68
Standard Deviation
22.34
19.07
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.02
N/A
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