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GAMCO International Growth I (GIIGX)

On Dec 24: 19.46   0.17 (0.88%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 0 Best 1 Yr Total Return (): N/A Worst 1 Yr Total Return (): N/A RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GIIGX Category Alpha (against Standard Index) 1.37 1.72 Beta (against Standard Index) 0.98 1.03 Mean Annual Return -4.15 -0.10 R-squared (against Standard Index) 93 93.99 Standard Deviation 24.30 25.56 Sharpe Ratio -0.15 N/A Treynor Ratio -6.56 N/A 5 Years Statistic GIIGX Category Alpha (against Standard Index) -0.30 0.68 Beta (against Standard Index) 0.99 1.03 Mean Annual Return 3.70 0.57 R-squared (against Standard Index) 92 93.91 Standard Deviation 20.29 20.91 Sharpe Ratio 0.14 N/A Treynor Ratio 0.72 N/A 10 Years Statistic GIIGX Category Alpha (against Standard Index) -0.29 -0.08 Beta (against Standard Index) 0.98 1.05 Mean Annual Return 1.42 0.29 R-squared (against Standard Index) 86 87.06 Standard Deviation 19.08 20.42 Sharpe Ratio 0.02 N/A Treynor Ratio -1.53 N/A
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