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Gabelli Gold I (GLDIX)

14.27 Down 0.41(2.79%) Sep 2

Risk as of Jul 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)-20.67-25.87
Beta (against Standard Index)0.580.70
Mean Annual Return-1.19-1.52
R-squared (against Standard Index)5.759.60
Standard Deviation34.5532.76
Sharpe Ratio-0.42-0.56
Treynor Ratio-31.71-31.48
5 Years
Alpha (against Standard Index)-5.96-8.32
Beta (against Standard Index)0.590.65
Mean Annual Return0.13-0.01
R-squared (against Standard Index)7.4010.07
Standard Deviation31.9130.87
Sharpe Ratio0.04-0.01
Treynor Ratio-5.99-7.78
10 Years
Alpha (against Standard Index)5.163.47
Beta (against Standard Index)0.910.93
Mean Annual Return1.110.98
R-squared (against Standard Index)17.1619.90
Standard Deviation36.2634.82
Sharpe Ratio0.320.29
Treynor Ratio5.864.76