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Gabelli Gold I (GLDIX)

11.44 Up 0.07(0.62%) Nov 21

Risk as of Oct 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
Alpha (against Standard Index)-37.54-41.50
Beta (against Standard Index)0.910.96
Mean Annual Return-2.15-2.43
R-squared (against Standard Index)7.709.72
Standard Deviation35.5333.59
Sharpe Ratio-0.73-0.87
Treynor Ratio-30.39-31.40
5 Years
Alpha (against Standard Index)-13.78-16.24
Beta (against Standard Index)0.620.68
Mean Annual Return-0.57-0.72
R-squared (against Standard Index)7.529.99
Standard Deviation33.1232.30
Sharpe Ratio-0.21-0.27
Treynor Ratio-18.81-19.90
10 Years
Alpha (against Standard Index)0.35-1.39
Beta (against Standard Index)0.920.95
Mean Annual Return0.680.55
R-squared (against Standard Index)17.2519.88
Standard Deviation37.0435.72
Sharpe Ratio0.180.14
Treynor Ratio-0.36-1.45