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    Guinness Atkinson Alternative Energy (GAAEX)

    3.41 Up 0.04(1.19%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down4
    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)-17.24-16.08
    Beta (against Standard Index)1.821.26
    Mean Annual Return0.740.17
    R-squared (against Standard Index)50.1553.16
    Standard Deviation26.9618.28
    Sharpe Ratio0.320.12
    Treynor Ratio2.970.36
    5 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)-23.31-8.47
    Beta (against Standard Index)1.711.33
    Mean Annual Return-0.430.47
    R-squared (against Standard Index)65.6667.01
    Standard Deviation30.5823.71
    Sharpe Ratio-0.170.24
    Treynor Ratio-5.632.21
    10 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)N/A0.56
    Beta (against Standard Index)N/A1.24
    Mean Annual ReturnN/A0.84
    R-squared (against Standard Index)N/A58.98
    Standard DeviationN/A26.88
    Sharpe RatioN/A0.32
    Treynor RatioN/A4.09