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Guinness Atkinson China & Hong Kong (ICHKX)

20.59 Up 0.24(1.18%) Aug 26

Risk as of Jul 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up12
Number of Years Down9
Best 1 Yr Total Return(Dec 30, 2009):92.76%
Worst 1 Yr Total Return(Dec 30, 2008):-54.47%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.452.80
Beta (against Standard Index)1.121.03
Mean Annual Return0.330.42
R-squared (against Standard Index)55.7655.39
Standard Deviation20.0018.60
Sharpe Ratio0.190.26
Treynor Ratio1.653.25
5 Years
Alpha (against Standard Index)-3.670.10
Beta (against Standard Index)1.171.05
Mean Annual Return-0.060.23
R-squared (against Standard Index)66.7468.14
Standard Deviation22.3819.97
Sharpe Ratio-0.040.13
Treynor Ratio-2.800.62
10 Years
Alpha (against Standard Index)3.935.12
Beta (against Standard Index)1.231.06
Mean Annual Return0.730.79
R-squared (against Standard Index)75.0768.57
Standard Deviation27.3124.62
Sharpe Ratio0.290.34
Treynor Ratio3.445.32