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Gabelli Gold I (GLDIX)

13.17 Up 0.03(0.23%) Sep 15

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up2
Number of Years Down3
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)-28.30-32.91
Beta (against Standard Index)0.820.93
Mean Annual Return-1.39-1.65
R-squared (against Standard Index)10.3814.97
Standard Deviation34.1032.48
Sharpe Ratio-0.49-0.61
Treynor Ratio-24.77-24.60
5 Years
StatisticGLDIXCategory
Alpha (against Standard Index)-5.51-7.79
Beta (against Standard Index)0.600.66
Mean Annual Return0.160.02
R-squared (against Standard Index)7.5110.14
Standard Deviation31.9130.92
Sharpe Ratio0.060.01
Treynor Ratio-5.35-7.03
10 Years
StatisticGLDIXCategory
Alpha (against Standard Index)4.392.90
Beta (against Standard Index)0.900.93
Mean Annual Return1.060.94
R-squared (against Standard Index)17.2219.90
Standard Deviation36.2134.82
Sharpe Ratio0.310.28
Treynor Ratio5.174.27