If you would invest
1,228 in GDL Fund The Common Shares of on
April 26, 2012 and sell it today you would
lose (11.00) from holding GDL Fund The Common Shares of or give up
0.9% of portfolio value over
30 days. GDL Fund The Common Shares of is generating negative expected returns assuming volatility of
0.38% on return distribution over 30 days investment horizon. In other words, 6% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
Daily Expected Return (%)
Risk [Daily Volatility] (%)
Considering 30-days investment horizon, GDL Fund The Common Shares of is expected to generate 0.52 times more return on investment than the market. However, the company is 1.92 times less risky than the market. It trades about -0.13 of its potential returns per unit of risk. The NYSE is currently generating roughly -0.47 per unit of risk.