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Friday, December 4, 2009, 6:31PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Gabelli Value B (GVCBX)On Dec 4: 11.56  Up 0.08 (0.70%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):20.78%
Worst 1 Yr Total Return (2008):-44.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGVCBXCategory
Alpha (against Standard Index)1.872.78
Beta (against Standard Index)1.231.14
Mean Annual Return-8.25-0.31
R-squared (against Standard Index)8988.48
Standard Deviation25.4123.83
Sharpe Ratio-0.30N/A
Treynor Ratio-8.67N/A
5 Years
StatisticGVCBXCategory
Alpha (against Standard Index)0.412.11
Beta (against Standard Index)1.211.17
Mean Annual Return-0.470.29
R-squared (against Standard Index)8786.78
Standard Deviation20.6120.06
Sharpe Ratio-0.06N/A
Treynor Ratio-2.89N/A
10 Years
StatisticGVCBXCategory
Alpha (against Standard Index)2.766.25
Beta (against Standard Index)1.061.05
Mean Annual Return1.130.54
R-squared (against Standard Index)8272.80
Standard Deviation18.8719.97
Sharpe Ratio0.00N/A
Treynor Ratio-1.73N/A

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