Gabelli Dividend Income Fund Volatility
| GDV Fund | USD 26.34 -0.55 -2.05% |
Over the designated horizon, Gabelli Dividend Income maintains a minimal volatility profile. Gabelli Dividend Income reports a Sharpe Ratio (Efficiency) of -0.0653, suggesting weak return efficiency over the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0653
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GDV |
Gabelli Dividend Income (GDV) recorded a Market Risk Adjusted Performance of -0.1%, a Risk of 0.70, and a Risk Adjusted Performance of -0.1%. Monthly moving average analysis shows Gabelli Dividend is not yet reaching its full return potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk.
Key indicators related to Gabelli Dividend's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Gabelli Dividend's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of Gabelli Dividend's typical price swings and is a primary input in options pricing models.
Gabelli |
Volatility Strategy
Gabelli Dividend Income return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 0.7% with a beta coefficient of 0.65, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0653, evaluates return per unit of total risk. An alpha value of 0.007632 reflects performance relative to systematic market exposure. Expected return estimates near -0.046% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to Gabelli Dividend's market risk premium analysis include:
Beta 0.65 | Alpha 0.007632 | Risk 0.7 | Sharpe Ratio -0.07 | Expected Return -0.05 |
Moving together with Gabelli Fund
| 0.61 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.61 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.61 | VITSX | Vanguard Total Stock | PairCorr |
| 0.61 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.92 | VTSNX | Vanguard Total | PairCorr |
| 0.9 | VTISX | Vanguard Total | PairCorr |
| 0.9 | VTPSX | Vanguard Total | PairCorr |
| 0.71 | MMHVX | Mainstay High Yield | PairCorr |
| 0.87 | CAIBX | Capital Income Builder | PairCorr |
| 0.78 | FROGX | Fidelity Municipal Income | PairCorr |
| 0.75 | DAADX | Dfa Emerging Markets | PairCorr |
| 0.61 | UNYIX | New York Bond | PairCorr |
| 0.7 | THCIX | Thornburg Core Plus | PairCorr |
| 0.83 | FCETX | American Funds 2030 | PairCorr |
| 0.72 | FSELX | Fidelity Select | PairCorr |
| 0.7 | FFTQX | Franklin Federal Tax | PairCorr |
| 0.89 | RYVVX | Sampp 500 Pure | PairCorr |
| 0.86 | MMRDX | Mainstay Moderate | PairCorr |
| 0.61 | TISIX | TIAA-CREF SHORT-TERM | PairCorr |
| 0.9 | CGVIX | Causeway Global Value | PairCorr |
| 0.92 | PMACX | Pioneer Multi Asset | PairCorr |
Moving against Gabelli Fund
Sensitivity To Market
Gabelli Dividend Income exhibits a beta of 0.65, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 0.7%.Volatility metrics for Gabelli Dividend Income describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze Gabelli Dividend Income Demand TrendCheck current 90 days Gabelli Dividend correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Gabelli measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 0.7 |
Standard deviation captures both upside and downside movement in Gabelli Dividend. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of Gabelli Dividend's returns. Gabelli Dividend Income (GDV) recorded a Maximum Drawdown of 2.74.
Fund Volatility Analysis
Gabelli Dividend fund volatility is a measure of the speed and extent of Gabelli Dividend's price movements. High volatility generally means the fund price moves dramatically up or down in a short period of time. Low volatility means Gabelli Dividend's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Gabelli Dividend Income Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Considering the 90-day investment horizon Gabelli Dividend has a beta of 0.6469 . This usually indicates as returns on the market go up, Gabelli Dividend's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Gabelli Dividend Income is expected to be smaller as well.Investors in Gabelli Dividend face systematic risk from overall fund market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Gabelli Dividend Income (GDV) recorded a Mean Deviation of 0.54 and a Standard Deviation of 0.70.
Predicted Return Density |
| Returns |
What Drives Gabelli Dividend's Price Volatility?
Several factors can influence Gabelli Dividend's market volatility:Industry Dynamics
Sector-level events can directly affect Gabelli Dividend's price stability. Regulatory changes, supply disruptions, or shifts in demand within Gabelli Dividend's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Gabelli Dividend.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Gabelli Dividend's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Gabelli Dividend. During periods of economic expansion, Gabelli Dividend's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Gabelli Dividend's Company-Specific Factors
Volatility can also stem from events unique to Gabelli Dividend. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Gabelli Dividend's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Gabelli Dividend's share price.Fund Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Gabelli Dividend is -1531.0. The daily returns are distributed with a variance of 0.5 and standard deviation of 0.7. The mean deviation of Gabelli Dividend Income is currently at 0.54. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.65 | |
σ | Overall volatility | 0.70 | |
Ir | Information ratio | 0.06 |
Fund Return Volatility
Gabelli Dividend return volatility captures the typical daily swing in fund returns relative to the mean over the selected period. The fund has volatility of 0.7041% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8248% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Evaluating Gabelli Fund requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GAB | 0.71 | -0.03 | 0.00 | -0.15 | 0.00 | 1.20 | 4.38 | |||
| PAXWX | 0.40 | -0.03 | 0.00 | -0.15 | 0.00 | 0.61 | 2.28 | |||
| FRFZX | 0.09 | -0.01 | 0.61 | 1.46 | 0.08 | 0.23 | 0.79 | |||
| SAIFX | 0.51 | 0.07 | 0.13 | 0.01 | 0.71 | 0.93 | 2.73 | |||
| SINAX | 0.49 | 0.09 | 0.16 | 0.03 | 0.67 | 0.93 | 2.72 | |||
| JORAX | 0.55 | 0.05 | 0.00 | -0.02 | 0.00 | 1.02 | 3.65 | |||
| CBHAX | 0.22 | 0.07 | 0.51 | -0.50 | 0.00 | 0.58 | 1.35 | |||
| DWGFX | 0.87 | 0.10 | 0.10 | 0.06 | 1.21 | 1.69 | 5.68 | |||
| DREVX | 0.68 | -0.04 | 0.00 | -0.15 | 0.00 | 1.01 | 3.74 | |||
| GUT | 0.66 | 0.01 | 0.00 | -0.07 | 0.00 | 1.18 | 5.87 |
Risk Metrics, Assumptions & Methodology
Volatility for Gabelli Dividend reflects NAV dispersion and exposure stability across disclosure periods. Observed drawdowns appear relatively moderate compared with broader market swings.
For Gabelli Dividend Income, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardGabelli Dividend Investment Opportunity
Dow Jones Industrial is about 1.17 times more volatile than Gabelli Dividend Income based on recent return behavior. The lower-risk profile may improve diversification efficiency, but it still needs to be judged against return quality and market sensitivity.You can use Gabelli Dividend Income to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Gabelli Dividend to be traded at $25.29 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between GDV and DJI stands at 0.72, or Poor diversification. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Gabelli Dividend Additional Risk Indicators
Secondary risk indicators for Gabelli Dividend Income can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -0.08 | |||
| Mean Deviation | 0.537 | |||
| Coefficient Of Variation | -1,531 | |||
| Standard Deviation | 0.7041 | |||
| Variance | 0.4957 | |||
| Information Ratio | 0.0602 |
Gabelli Dividend Suggested Diversification Pairs
Pair analysis around Gabelli Dividend Income matters because it can turn one security idea into a more market-neutral structure. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Gabelli Dividend, market-wide risk remains. What pair trading can address is Gabelli Dividend's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.