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Gabelli Gold I (GLDIX)

11.91 Down 0.36(2.93%) Oct 17

Risk as of Sep 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
Alpha (against Standard Index)-32.95-36.43
Beta (against Standard Index)0.880.96
Mean Annual Return-1.55-1.74
R-squared (against Standard Index)9.4212.83
Standard Deviation34.9632.96
Sharpe Ratio-0.54-0.64
Treynor Ratio-25.02-24.64
5 Years
Alpha (against Standard Index)-11.44-13.31
Beta (against Standard Index)0.630.68
Mean Annual Return-0.39-0.50
R-squared (against Standard Index)7.9510.58
Standard Deviation32.5031.48
Sharpe Ratio-0.15-0.19
Treynor Ratio-15.36-15.93
10 Years
Alpha (against Standard Index)1.920.26
Beta (against Standard Index)0.930.95
Mean Annual Return0.820.70
R-squared (against Standard Index)17.6120.40
Standard Deviation36.6935.29
Sharpe Ratio0.230.19
Treynor Ratio1.680.68