Gabelli Gold Fund Market Value
| GLDAX Fund | USD 56.79 2.34 4.30% |
| Symbol | Gabelli |
Gabelli Gold '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 Gold'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 Gold.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Gabelli Gold on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Gabelli Gold Fund or generate 0.0% return on investment in Gabelli Gold over 90 days. Gabelli Gold is related to or competes with Legg Mason, Dreyfusstandish Global, Doubleline Global, Commonwealth Global, Morningstar Global, and Dreyfus/standish. The fund normally invests at least 80 percent of its net assets in equity securities of foreign and domestic issuers pri... More
Gabelli Gold 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 Gold'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 Gabelli Gold Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.36 | |||
| Information Ratio | 0.2205 | |||
| Maximum Drawdown | 18.06 | |||
| Value At Risk | (3.87) | |||
| Potential Upside | 5.2 |
Gabelli Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Gold's standard deviation. In reality, there are many statistical measures that can use Gabelli Gold historical prices to predict the future Gabelli Gold's volatility.| Risk Adjusted Performance | 0.2044 | |||
| Jensen Alpha | 0.7284 | |||
| Total Risk Alpha | 0.4901 | |||
| Sortino Ratio | 0.1929 | |||
| Treynor Ratio | (2.14) |
Gabelli Gold February 14, 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 | 0.2044 | |||
| Market Risk Adjusted Performance | (2.13) | |||
| Mean Deviation | 2.05 | |||
| Semi Deviation | 2.61 | |||
| Downside Deviation | 3.36 | |||
| Coefficient Of Variation | 409.3 | |||
| Standard Deviation | 2.94 | |||
| Variance | 8.65 | |||
| Information Ratio | 0.2205 | |||
| Jensen Alpha | 0.7284 | |||
| Total Risk Alpha | 0.4901 | |||
| Sortino Ratio | 0.1929 | |||
| Treynor Ratio | (2.14) | |||
| Maximum Drawdown | 18.06 | |||
| Value At Risk | (3.87) | |||
| Potential Upside | 5.2 | |||
| Downside Variance | 11.3 | |||
| Semi Variance | 6.83 | |||
| Expected Short fall | (2.23) | |||
| Skewness | (1.01) | |||
| Kurtosis | 3.41 |
Gabelli Gold Backtested Returns
Gabelli Gold appears to be very steady, given 3 months investment horizon. Gabelli Gold holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of standard deviation over the last 3 months. By evaluating Gabelli Gold's technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please utilize Gabelli Gold's risk adjusted performance of 0.2044, and Market Risk Adjusted Performance of (2.13) to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gabelli Gold are expected to decrease at a much lower rate. During the bear market, Gabelli Gold is likely to outperform the market.
Auto-correlation | 0.64 |
Good predictability
Gabelli Gold Fund has good predictability. Overlapping area represents the amount of predictability between Gabelli Gold time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 Gold price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Gabelli Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 15.46 |
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 Gold 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 Gold security.
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