Gabelli Global Coefficient Of Variation
| GCFSX Fund | | | USD 21.76 -0.11 -0.50% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Gabelli Global's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
With Coefficient Of Variation at 3294.91, Gabelli Global shows high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 3294.91 | |
Coefficient Of Variation Peers Comparison
Gabelli Global falls above the 1134.03 peer average for Coefficient Of Variation. Massmutual Premier Inflation Protected leads at 1621.76 while Lincoln Inflation Plus registers the lowest at 607.24. Relative to peers, Gabelli Global's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Gabelli Global and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Gabelli Global's Maximum Drawdown of
5.26 runs about
0.0016 times its Coefficient Of Variation of
3,295 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Gabelli Global. At
625.97 , Gabelli Global Financial's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
Gabelli Global has a current Coefficient Of Variation reading of 3294.91. The Coefficient Of Variation for Gabelli Global is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Gabelli Global operates in the financial sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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