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    Gabelli Gold I (GLDIX)

    11.61 Down 0.06(0.51%) May 22

    Risk as of Apr 29, 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)-22.78-27.82
    Beta (against Standard Index)0.670.75
    Mean Annual Return-1.22-1.56
    R-squared (against Standard Index)3.705.59
    Standard Deviation36.5234.31
    Sharpe Ratio-0.40-0.55
    Treynor Ratio-29.02-30.32
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-12.66-16.79
    Beta (against Standard Index)0.500.58
    Mean Annual Return-0.63-0.91
    R-squared (against Standard Index)4.787.55
    Standard Deviation32.8831.61
    Sharpe Ratio-0.23-0.34
    Treynor Ratio-24.65-27.02
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)4.101.61
    Beta (against Standard Index)0.900.93
    Mean Annual Return0.970.77
    R-squared (against Standard Index)16.0018.68
    Standard Deviation37.4035.94
    Sharpe Ratio0.270.22
    Treynor Ratio3.571.67