GDL Fund (GDL)

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9.36 -0.05  -0.53% NYSE Apr 20, 20:00 Delayed 2m USD
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GDL Price Chart

GDL Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.57% -0.79% -0.79% 1
3M -4.46% -3.41% -3.41% 1
6M -6.69% -1.74% -1.74% 1
YTD -2.79% -2.00% -2.00% 1
1Y -0.13% -0.39% -0.39% 1
3Y 2.69% 2.11% 2.11% 1
5Y 2.92% 3.00% 3.00% 1
10Y 3.21% 2.71% 2.71% 1
As of April 20, 2018. Returns for periods of 1 year and above are annualized.

GDL Asset Allocation

Type % Net % Long % Short
Cash 28.39% 44.42% 16.03%
Stock 57.67% 58.44% 0.77%
Bond 13.68% 13.68% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.02% 0.02% 0.00%
Other 0.25% 1.10% 0.86%
As of Dec. 31, 2017

GDL Region Exposure

Americas 65.05%
North America 65.05%
Latin America 0.00%
Greater Europe 31.09%
United Kingdom 4.60%
Europe Developed 25.07%
Europe Emerging 0.00%
Africa/Middle East 1.43%
Greater Asia 3.86%
Japan 0.19%
Australasia 2.21%
Asia Developed 0.02%
Asia Emerging 1.43%
Market Classification
% Developed Markets 98.57%
% Emerging Markets 1.43%
As of Dec. 31, 2017. Region breakdown data is calculated by using the long position holdings of the portfolio.

GDL Stock Sector Exposure

Basic Materials 3.38%
Communication Services 11.53%
Consumer Cyclical 10.91%
Consumer Defensive 15.23%
Energy 0.82%
Financial Services 3.90%
Healthcare 19.65%
Industrials 11.00%
Real Estate 0.52%
Technology 16.70%
Utilities 6.37%
As of Dec. 31, 2017

GDL Stock Market Capitalization

Giant 3.69%
Large 16.91%
Medium 44.35%
Small 18.96%
Micro 16.09%
As of Dec. 31, 2017

GDL Stock Style Exposure

Large Cap Value 5.77%
Large Cap Blend 12.04%
Large Cap Growth 4.62%
Mid Cap Value 6.64%
Mid Cap Blend 16.30%
Mid Cap Growth 17.67%
Small Cap Value 7.00%
Small Cap Blend 19.31%
Small Cap Growth 10.64%
As of Dec. 31, 2017

GDL Bond Exposure

Government 23.54%
Corporate 0.03%
Securitized 0.00%
Municipal 0.00%
Cash 49.05%
Derivative 27.37%
As of Dec. 31, 2017

GDL Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Date Unavailable

GDL Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 100.0%
183 to 364 Days 0.00%
1 to 3 Years 0.00%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Dec. 31, 2017
View More Holdings

GDL Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 8.52% -- --
-- US Treasury Bill 5.95% -- --
-- US Treasury Bill 4.68% -- --
-- US Treasury Bill 4.49% -- --
-- US Treasury Bill 4.39% -- --
-- US Treasury Bill 4.01% -- --
6VAA Advanced Accelerator Applications SA ADR 3.52% -- --
PLT Parmalat SpA 2.91% -- --
TNET Telenet Group Holding NV 2.71% -- --
-- US Treasury Bill 2.69% -- --
As of Dec. 31, 2017
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GDL One Page Reports

GDL Basic Info

Style
Equity Style Mid Cap/Blend
Broad Asset Class Alternative
Broad Category Alternative
Category Name Market Neutral
Prospectus Objective Income
Fund Owner Firm Name Gabelli

GDL Net Fund Flows

1M 0.00
3M -7.259M
6M -14.23M
YTD 0.00
1Y -28.92M
3Y --
5Y --
10Y --
As of Jan. 31, 2012

GDL Risk Info

Beta (5Y) 0.2449
Max Drawdown (All) 38.67%
Historical Sharpe (10Y) 0.3186
Historical Sortino (All) 0.1822
30-Day Rolling Volatility 7.69%
Daily Value at Risk (VaR) 1% (All) 2.70%
Monthly Value at Risk (VaR) 1% (All) 11.58%

GDL Fundamentals

General
Dividend Yield TTM (4-20-18) 0.00%
SEC Yield --
Forecasted Dividend Yield 1.18%
Number of Holdings 204
Stock
Weighted Average PE Ratio 28.76
Weighted Average Price to Sales Ratio 1.471
Weighted Average Price to Book Ratio 2.832
Weighted Median ROE 8.74%
Weighted Median ROA 0.05%
Forecasted PE Ratio 24.33
Forecasted PS Ratio 1.302
Forecasted Price to Book Value 2.312
Number of Stock Holdings 158
Bond
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score --
Average Price 99.44
Number of Bond Holdings 6
As of Dec. 31, 2017

GDL Comparables

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GDL Attributes

Key Dates
Inception Date 1/25/2007
Termination Date
Last Annual Report Date 12/31/2017
Last Prospectus Date 2/21/2013
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Index Fund No
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan Yes
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

GDL Excel Add-In Codes

  • Name: =YCI("GDL","name")
  • Broad Asset Class: =YCI("GDL", "broad_asset_class")
  • Broad Category: =YCI("GDL", "broad_category_group")
  • Prospectus Objective: =YCI("GDL", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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