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    Gabelli Gold I (GLDIX)

    10.46 Up 0.18(1.75%) Jul 2

    Risk as of May 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
    StatisticGLDIXCategory
    Alpha (against Standard Index)-21.12-26.80
    Beta (against Standard Index)0.610.71
    Mean Annual Return-0.99-1.34
    R-squared (against Standard Index)2.163.53
    Standard Deviation36.2333.94
    Sharpe Ratio-0.33-0.48
    Treynor Ratio-27.95-28.57
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-13.90-18.13
    Beta (against Standard Index)0.540.62
    Mean Annual Return-0.61-0.88
    R-squared (against Standard Index)5.077.78
    Standard Deviation32.8831.62
    Sharpe Ratio-0.22-0.34
    Treynor Ratio-22.27-24.66
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)4.011.47
    Beta (against Standard Index)0.900.93
    Mean Annual Return0.940.75
    R-squared (against Standard Index)16.0018.69
    Standard Deviation37.4135.95
    Sharpe Ratio0.270.21
    Treynor Ratio3.291.34