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    Gabelli Gold I (GLDIX)

    11.14 Down 0.14(1.24%) Apr 24

    Risk as of Mar 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)-25.57-31.26
    Beta (against Standard Index)0.610.70
    Mean Annual Return-1.58-1.97
    R-squared (against Standard Index)3.215.13
    Standard Deviation35.9533.72
    Sharpe Ratio-0.53-0.71
    Treynor Ratio-37.11-37.87
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-12.10-15.87
    Beta (against Standard Index)0.470.55
    Mean Annual Return-0.63-0.88
    R-squared (against Standard Index)4.276.88
    Standard Deviation32.9031.75
    Sharpe Ratio-0.23-0.33
    Treynor Ratio-25.93-27.88
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)2.560.10
    Beta (against Standard Index)0.910.93
    Mean Annual Return0.800.61
    R-squared (against Standard Index)16.0818.77
    Standard Deviation37.4635.99
    Sharpe Ratio0.220.16
    Treynor Ratio1.27-0.56