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    Gabelli Gold I (GLDIX)

    10.60 Down 0.23(2.12%) Mar 30

    Risk as of Feb 27, 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
    StatisticGLDIXCategory
    Alpha (against Standard Index)-24.92-30.53
    Beta (against Standard Index)0.540.64
    Mean Annual Return-1.56-1.93
    R-squared (against Standard Index)2.484.29
    Standard Deviation35.8533.56
    Sharpe Ratio-0.52-0.69
    Treynor Ratio-41.40-41.13
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-9.17-13.30
    Beta (against Standard Index)0.460.53
    Mean Annual Return-0.33-0.61
    R-squared (against Standard Index)4.216.74
    Standard Deviation32.4631.34
    Sharpe Ratio-0.12-0.24
    Treynor Ratio-19.60-23.29
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)3.460.92
    Beta (against Standard Index)0.900.92
    Mean Annual Return0.870.67
    R-squared (against Standard Index)16.1018.80
    Standard Deviation37.2435.79
    Sharpe Ratio0.240.18
    Treynor Ratio2.260.32