• FirefoxUpgrade to the new Firefox »
  •  Dow Down1.45% Nasdaq Down1.03%

    Gabelli Gold I (GLDIX)

    12.55 Up 0.32(2.62%) Jan 30

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    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)-31.76-36.58
    Beta (against Standard Index)0.900.96
    Mean Annual Return-1.61-1.94
    R-squared (against Standard Index)7.509.80
    Standard Deviation35.1233.17
    Sharpe Ratio-0.55-0.70
    Treynor Ratio-25.09-26.44
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-13.36-16.38
    Beta (against Standard Index)0.570.63
    Mean Annual Return-0.64-0.85
    R-squared (against Standard Index)6.729.25
    Standard Deviation32.0431.12
    Sharpe Ratio-0.24-0.33
    Treynor Ratio-21.43-23.24
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)2.240.11
    Beta (against Standard Index)0.940.96
    Mean Annual Return0.770.60
    R-squared (against Standard Index)17.6620.24
    Standard Deviation36.9835.65
    Sharpe Ratio0.210.16
    Treynor Ratio0.88-0.64