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    Gabelli Gold A (GLDAX)

    12.37 Down 0.39(3.06%) Jan 28

    Risk as of Dec 30, 2014Get 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)-31.92-36.58
    Beta (against Standard Index)0.900.96
    Mean Annual Return-1.63-1.94
    R-squared (against Standard Index)7.429.80
    Standard Deviation35.1333.17
    Sharpe Ratio-0.56-0.70
    Treynor Ratio-25.42-26.44
    5 Years
    StatisticGLDAXCategory
    Alpha (against Standard Index)-13.54-16.38
    Beta (against Standard Index)0.570.63
    Mean Annual Return-0.66-0.85
    R-squared (against Standard Index)6.709.25
    Standard Deviation32.0331.12
    Sharpe Ratio-0.25-0.33
    Treynor Ratio-21.77-23.24
    10 Years
    StatisticGLDAXCategory
    Alpha (against Standard Index)2.090.11
    Beta (against Standard Index)0.940.96
    Mean Annual Return0.750.60
    R-squared (against Standard Index)17.6420.24
    Standard Deviation36.9735.65
    Sharpe Ratio0.200.16
    Treynor Ratio0.72-0.64