Ratings & Risk for GAMCO Gold I (GLDIX)

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 Above Average Above Average
    		19
    Overall Above Average Above 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 45.50 1.62 0.37
    5-Year 40.41 1.92 0.50
    10-Year 36.49 2.03 0.58
    15-Year 37.94 1.22 0.29
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 35.86 72.64 -22.39
    3-Year 0.50 6.61 8.44
    5-Year 0.13 3.42 17.56
    10-Year 0.16 4.37 18.79

    ML USD LIBOR 3 Mon CM

    Trailing data as of 10/31/2009