Gabelli Dividend Risk Adjusted Performance
GDV-PK Preferred Stock | 19.97 0.11 0.55% |
Gabelli |
| = | 0.0776 |
ER[a] | = | Expected return on investing in Gabelli Dividend |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Gabelli Dividend Risk Adjusted Performance Peers Comparison
Gabelli Risk Adjusted Performance Relative To Other Indicators
The Gabelli Dividend is rated # 4 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 37.85 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for The Gabelli Dividend is roughly 37.85
Risk Adjusted Performance |
Compare Gabelli Dividend to Peers |
Thematic Opportunities
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Gabelli Dividend Technical Signals
All Gabelli Dividend Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Overlap Studies | ||
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Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0776 | |||
Market Risk Adjusted Performance | (0.37) | |||
Mean Deviation | 0.4737 | |||
Semi Deviation | 0.4646 | |||
Downside Deviation | 0.6261 | |||
Coefficient Of Variation | 950.2 | |||
Standard Deviation | 0.5946 | |||
Variance | 0.3535 | |||
Information Ratio | (0.11) | |||
Jensen Alpha | 0.0689 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.11) | |||
Treynor Ratio | (0.38) | |||
Maximum Drawdown | 2.94 | |||
Value At Risk | (0.91) | |||
Potential Upside | 0.9425 | |||
Downside Variance | 0.3921 | |||
Semi Variance | 0.2159 | |||
Expected Short fall | (0.54) | |||
Skewness | (0.04) | |||
Kurtosis | (0.08) |