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 STI Up0.30%

GAMCO Global Opportunity I (GLOIX)

22.43 Up 0.06(0.27%) 22 May


Risk as of Mar 31, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(Dec 31, 2009):37.77%
Worst 1Yr Total Return(Dec 31, 2011):-9.22%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGLOIXCategory
Alpha (against Standard Index)3.222.32
Beta (against Standard Index)0.920.83
Mean Annual Return0.780.82
R-squared (against Standard Index)86.3487.10
Standard Deviation19.0817.28
Sharpe Ratio0.490.59
Treynor Ratio8.4911.47
5 Years
StatisticGLOIXCategory
Alpha (against Standard Index)3.712.89
Beta (against Standard Index)0.910.88
Mean Annual Return0.450.38
R-squared (against Standard Index)89.6489.49
Standard Deviation22.2521.60
Sharpe Ratio0.230.20
Treynor Ratio2.961.95
10 Years
StatisticGLOIXCategory
Alpha (against Standard Index)1.350.86
Beta (against Standard Index)0.920.88
Mean Annual Return0.970.87
R-squared (against Standard Index)88.5287.31
Standard Deviation18.0217.27
Sharpe Ratio0.550.51
Treynor Ratio9.498.61