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Gabelli Woodland Sm Cp Value AAA (GWSVX)
On
Dec 1
:
7.72
0.09
(1.18%)
MORE ON GWSVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
20.57%
Worst 1 Yr Total Return
(2008)
:
-34.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GWSVX
Category
Alpha (against Standard Index)
4.83
1.01
Beta (against Standard Index)
1.22
1.19
Mean Annual Return
-5.38
-0.48
R-squared (against Standard Index)
85
87.23
Standard Deviation
25.77
24.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.40
N/A
5 Years
Statistic
GWSVX
Category
Alpha (against Standard Index)
2.28
1.42
Beta (against Standard Index)
1.22
1.21
Mean Annual Return
1.30
0.23
R-squared (against Standard Index)
83
84.16
Standard Deviation
21.34
21.07
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.41
N/A
10 Years
Statistic
GWSVX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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