The Gabelli Blue Fund Market Value
| GBCIX Fund | USD 18.41 0.05 0.27% |
| Symbol | Gabelli |
Gabelli Blue 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Gabelli Blue's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Gabelli Blue.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Gabelli Blue on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding The Gabelli Blue or generate 0.0% return on investment in Gabelli Blue over 90 days. Gabelli Blue is related to or competes with Aqr Tm, Investec Emerging, Gmo Emerging, Pnc Emerging, Nuveen Managed, and Rbc Emerging. Under normal market conditions, the fund invests at least 80 percent of its net assets in dividend paying stocks More
Gabelli Blue Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Gabelli Blue's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Gabelli Blue upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6853 | |||
| Information Ratio | 0.1539 | |||
| Maximum Drawdown | 14.86 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.5 |
Gabelli Blue Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Blue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Blue's standard deviation. In reality, there are many statistical measures that can use Gabelli Blue historical prices to predict the future Gabelli Blue's volatility.| Risk Adjusted Performance | 0.1422 | |||
| Jensen Alpha | 0.3007 | |||
| Total Risk Alpha | 0.2028 | |||
| Sortino Ratio | 0.4086 | |||
| Treynor Ratio | 0.5551 |
Gabelli Blue January 31, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1422 | |||
| Market Risk Adjusted Performance | 0.5651 | |||
| Mean Deviation | 0.8098 | |||
| Downside Deviation | 0.6853 | |||
| Coefficient Of Variation | 533.07 | |||
| Standard Deviation | 1.82 | |||
| Variance | 3.31 | |||
| Information Ratio | 0.1539 | |||
| Jensen Alpha | 0.3007 | |||
| Total Risk Alpha | 0.2028 | |||
| Sortino Ratio | 0.4086 | |||
| Treynor Ratio | 0.5551 | |||
| Maximum Drawdown | 14.86 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.4697 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (1.09) | |||
| Skewness | 6.17 | |||
| Kurtosis | 45.37 |
Gabelli Blue Backtested Returns
Gabelli Blue appears to be very steady, given 3 months investment horizon. Gabelli Blue holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Gabelli Blue, which you can use to evaluate the volatility of the entity. Please utilize Gabelli Blue's Market Risk Adjusted Performance of 0.5651, coefficient of variation of 533.07, and Risk Adjusted Performance of 0.1422 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gabelli Blue's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gabelli Blue is expected to be smaller as well.
Auto-correlation | 0.40 |
Average predictability
The Gabelli Blue has average predictability. Overlapping area represents the amount of predictability between Gabelli Blue time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gabelli Blue price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Gabelli Blue price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 1.33 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Gabelli Mutual Fund
Gabelli Blue financial ratios help investors to determine whether Gabelli Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gabelli with respect to the benefits of owning Gabelli Blue security.
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