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    Gabelli Gold I (GLDIX)

    10.58 Down 0.06(0.56%) Dec 19

    Risk as of Nov 29, 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
    StatisticGLDIXCategory
    Alpha (against Standard Index)-39.12-43.16
    Beta (against Standard Index)1.011.06
    Mean Annual Return-2.04-2.32
    R-squared (against Standard Index)8.9111.12
    Standard Deviation35.7133.79
    Sharpe Ratio-0.69-0.83
    Treynor Ratio-26.51-27.46
    5 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)-15.61-18.15
    Beta (against Standard Index)0.570.63
    Mean Annual Return-0.79-0.95
    R-squared (against Standard Index)6.759.21
    Standard Deviation32.1231.21
    Sharpe Ratio-0.30-0.37
    Treynor Ratio-23.98-25.12
    10 Years
    StatisticGLDIXCategory
    Alpha (against Standard Index)0.84-1.06
    Beta (against Standard Index)0.930.95
    Mean Annual Return0.690.54
    R-squared (against Standard Index)17.2719.81
    Standard Deviation37.0635.72
    Sharpe Ratio0.180.14
    Treynor Ratio-0.16-1.43