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    Gabelli Gold I (GLDIX)

    10.53 Up 0.29(2.83%) Feb 5

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up2
    Number of Years Down5
    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)-21.24-32.24
    Beta (against Standard Index)0.350.48
    Mean Annual Return-1.64-2.37
    R-squared (against Standard Index)1.172.48
    Standard Deviation36.3434.23
    Sharpe Ratio-0.54-0.84
    Treynor Ratio-67.37-63.48
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-16.85-26.62
    Beta (against Standard Index)0.580.71
    Mean Annual Return-1.15-1.82
    R-squared (against Standard Index)5.398.65
    Standard Deviation33.3032.16
    Sharpe Ratio-0.42-0.68
    Treynor Ratio-30.80-34.31
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-1.41-3.63
    Beta (against Standard Index)0.820.89
    Mean Annual Return0.240.16
    R-squared (against Standard Index)14.2517.78
    Standard Deviation36.7635.93
    Sharpe Ratio0.050.02
    Treynor Ratio-6.13-6.41