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GAMCO Westwood Mighty Mites AAA (WEMMX)
On
Dec 4
:
13.46
0.24
(1.82%)
MORE ON WEMMX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.84%
Worst 1 Yr Total Return
(2008)
:
-23.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WEMMX
Category
Alpha (against Standard Index)
5.50
1.01
Beta (against Standard Index)
0.71
1.19
Mean Annual Return
1.26
-0.48
R-squared (against Standard Index)
81
87.23
Standard Deviation
15.42
24.84
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.63
N/A
5 Years
Statistic
WEMMX
Category
Alpha (against Standard Index)
5.48
1.42
Beta (against Standard Index)
0.75
1.21
Mean Annual Return
6.71
0.23
R-squared (against Standard Index)
75
84.16
Standard Deviation
13.75
21.07
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.92
N/A
10 Years
Statistic
WEMMX
Category
Alpha (against Standard Index)
7.62
7.80
Beta (against Standard Index)
0.59
1.01
Mean Annual Return
8.60
0.68
R-squared (against Standard Index)
58
64.84
Standard Deviation
12.42
20.31
Sharpe Ratio
0.49
N/A
Treynor Ratio
9.60
N/A
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