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Monday, December 7, 2009, 10:47PM ET - U.S. Markets Closed. Dow  0.01% Nasdaq  0.22%

GAMCO Westwood SmallCap Equity AAA (WESCX)

On Dec 7: 11.63   0.05 (0.43%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 22.44% Worst 1 Yr Total Return (2008): -42.86% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic WESCX Category Alpha (against Standard Index) 6.26 1.01 Beta (against Standard Index) 1.42 1.19 Mean Annual Return -6.43 -0.48 R-squared (against Standard Index) 87 87.23 Standard Deviation 29.59 24.84 Sharpe Ratio -0.16 N/A Treynor Ratio -6.24 N/A 5 Years Statistic WESCX Category Alpha (against Standard Index) 5.13 1.42 Beta (against Standard Index) 1.42 1.21 Mean Annual Return 3.22 0.23 R-squared (against Standard Index) 85 84.16 Standard Deviation 24.51 21.07 Sharpe Ratio 0.13 N/A Treynor Ratio 0.14 N/A 10 Years Statistic WESCX Category Alpha (against Standard Index) 2.82 7.80 Beta (against Standard Index) 1.24 1.01 Mean Annual Return -0.87 0.68 R-squared (against Standard Index) 58 64.84 Standard Deviation 26.15 20.31 Sharpe Ratio -0.01 N/A Treynor Ratio -3.09 N/A
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