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    Gabelli Gold A (GLDAX)

    8.55 Up 0.15(1.79%) Jul 29

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2009):52.10%
    Worst 1 Yr Total Return(Dec 30, 2013):-51.32%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGLDAXCategory
    Alpha (against Standard Index)-24.13-28.78
    Beta (against Standard Index)0.620.75
    Mean Annual Return-1.35-1.60
    R-squared (against Standard Index)2.263.95
    Standard Deviation36.3034.07
    Sharpe Ratio-0.45-0.57
    Treynor Ratio-32.82-30.34
    5 Years
    StatisticGLDAXCategory
    Alpha (against Standard Index)-17.36-20.80
    Beta (against Standard Index)0.600.67
    Mean Annual Return-0.84-1.05
    R-squared (against Standard Index)6.058.71
    Standard Deviation32.9231.71
    Sharpe Ratio-0.31-0.40
    Treynor Ratio-24.34-25.65
    10 Years
    StatisticGLDAXCategory
    Alpha (against Standard Index)2.510.10
    Beta (against Standard Index)0.910.93
    Mean Annual Return0.800.61
    R-squared (against Standard Index)16.2218.95
    Standard Deviation37.4335.95
    Sharpe Ratio0.220.17
    Treynor Ratio1.29-0.47