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Guinness Atkinson Alternative Energy (GAAEX)

4.26 Down 0.02(0.47%) Aug 20

Risk as of Jul 30, 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)-18.71-9.54
Beta (against Standard Index)1.801.47
Mean Annual Return0.080.54
R-squared (against Standard Index)62.5877.35
Standard Deviation32.5123.88
Sharpe Ratio0.030.28
Treynor Ratio-2.422.65
5 Years
StatisticGAAEXCategory
Alpha (against Standard Index)-24.15-3.80
Beta (against Standard Index)1.701.32
Mean Annual Return-0.241.06
R-squared (against Standard Index)64.6171.95
Standard Deviation31.0122.83
Sharpe Ratio-0.100.56
Treynor Ratio-4.468.10
10 Years
StatisticGAAEXCategory
Alpha (against Standard Index)N/A3.63
Beta (against Standard Index)N/A1.25
Mean Annual ReturnN/A1.19
R-squared (against Standard Index)N/A61.06
Standard DeviationN/A26.56
Sharpe RatioN/A0.48
Treynor RatioN/A7.75