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    Guinness Atkinson Alternative Energy (GAAEX)

    2.67 Down 0.01(0.37%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2013):61.54%
    Worst 1 Yr Total Return(Dec 30, 2008):-66.05%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)-12.80-15.24
    Beta (against Standard Index)1.541.34
    Mean Annual Return-0.23-0.54
    R-squared (against Standard Index)56.8446.23
    Standard Deviation24.1123.71
    Sharpe Ratio-0.12-0.26
    Treynor Ratio-3.58-6.33
    5 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)-18.43-12.54
    Beta (against Standard Index)1.661.43
    Mean Annual Return-0.69-0.32
    R-squared (against Standard Index)62.3061.58
    Standard Deviation28.5024.77
    Sharpe Ratio-0.29-0.15
    Treynor Ratio-7.10-4.56
    10 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)-16.07-3.56
    Beta (against Standard Index)1.591.25
    Mean Annual Return-0.640.27
    R-squared (against Standard Index)72.8959.99
    Standard Deviation31.6827.44
    Sharpe Ratio-0.270.09
    Treynor Ratio-8.32-1.06