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    Gabelli Gold I (GLDIX)

    11.47 Up 0.05(0.44%) Mar 5

    Risk as of Feb 27, 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)-24.92-30.21
    Beta (against Standard Index)0.540.67
    Mean Annual Return-1.56-1.88
    R-squared (against Standard Index)2.484.64
    Standard Deviation35.8533.54
    Sharpe Ratio-0.52-0.68
    Treynor Ratio-41.40-37.67
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-9.17-10.96
    Beta (against Standard Index)0.460.56
    Mean Annual Return-0.33-0.43
    R-squared (against Standard Index)4.217.13
    Standard Deviation32.4631.51
    Sharpe Ratio-0.12-0.16
    Treynor Ratio-19.60-18.25
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)3.462.08
    Beta (against Standard Index)0.900.94
    Mean Annual Return0.870.76
    R-squared (against Standard Index)16.1019.42
    Standard Deviation37.2435.83
    Sharpe Ratio0.240.22
    Treynor Ratio2.261.47