Ratings & Risk for GAMCO Gold C (GLDCX)

Morningstar Category: Equity Precious Metals
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		20
    5-Year Average Average
    		20
    10-Year Average Average
    		19
    Overall Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 45.47 1.54 0.35
    5-Year 40.38 1.85 0.48
    10-Year 36.47 1.96 0.56
    15-Year 37.91 1.15 0.27
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 35.94 72.63 -23.42
    3-Year 0.50 6.62 7.51
    5-Year 0.13 3.41 16.71
    10-Year 0.16 4.36 17.99

    ML USD LIBOR 3 Mon CM

    Trailing data as of 10/31/2009