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Friday, December 25, 2009, 4:20PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
GAMCO Global Opportunity C (GGLCX)On Dec 24: 16.62  Up 0.08 (0.48%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2005):14.47%
Worst 1 Yr Total Return (2008):-41.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGGLCXCategory
Alpha (against Standard Index)1.360.27
Beta (against Standard Index)0.900.91
Mean Annual Return-3.40-0.17
R-squared (against Standard Index)9190.08
Standard Deviation22.5822.93
Sharpe Ratio-0.14N/A
Treynor Ratio-6.28N/A
5 Years
StatisticGGLCXCategory
Alpha (against Standard Index)-0.45-0.86
Beta (against Standard Index)0.920.90
Mean Annual Return3.580.41
R-squared (against Standard Index)9088.40
Standard Deviation19.0918.93
Sharpe Ratio0.13N/A
Treynor Ratio0.64N/A
10 Years
StatisticGGLCXCategory
Alpha (against Standard Index)-0.250.53
Beta (against Standard Index)0.980.92
Mean Annual Return1.410.33
R-squared (against Standard Index)8379.83
Standard Deviation19.3018.84
Sharpe Ratio0.02N/A
Treynor Ratio-1.55N/A

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