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    Gabelli Gold I (GLDIX)

    8.43 Down 0.39(4.42%) Aug 26

    Risk as of Jul 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)-29.26-34.53
    Beta (against Standard Index)0.640.77
    Mean Annual Return-1.77-2.08
    R-squared (against Standard Index)2.253.75
    Standard Deviation37.5035.47
    Sharpe Ratio-0.57-0.71
    Treynor Ratio-38.47-36.22
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-19.79-23.52
    Beta (against Standard Index)0.650.72
    Mean Annual Return-1.06-1.31
    R-squared (against Standard Index)6.519.00
    Standard Deviation33.7732.65
    Sharpe Ratio-0.38-0.48
    Treynor Ratio-26.14-27.41
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)1.27-1.36
    Beta (against Standard Index)0.910.94
    Mean Annual Return0.670.47
    R-squared (against Standard Index)15.9018.48
    Standard Deviation37.8836.46
    Sharpe Ratio0.180.12
    Treynor Ratio-0.53-2.52