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    Gabelli Gold I (GLDIX)

    8.85 Up 0.22(2.55%) Nov 24

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up2
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):52.46%
    Worst 1 Yr Total Return(Dec 30, 2013):-51.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-28.90-34.29
    Beta (against Standard Index)0.390.47
    Mean Annual Return-2.08-2.46
    R-squared (against Standard Index)1.362.36
    Standard Deviation36.3234.19
    Sharpe Ratio-0.69-0.87
    Treynor Ratio-69.89-66.51
    5 Years
    Alpha (against Standard Index)-19.72-24.30
    Beta (against Standard Index)0.620.70
    Mean Annual Return-1.21-1.54
    R-squared (against Standard Index)6.238.80
    Standard Deviation33.5432.26
    Sharpe Ratio-0.43-0.57
    Treynor Ratio-29.54-31.08
    10 Years
    Alpha (against Standard Index)1.14-1.56
    Beta (against Standard Index)0.870.90
    Mean Annual Return0.620.40
    R-squared (against Standard Index)15.5518.05
    Standard Deviation37.4536.12
    Sharpe Ratio0.160.10
    Treynor Ratio-1.08-3.24