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    Guinness Atkinson Alternative Energy (GAAEX)

    3.50 Down 0.01(0.28%) Mar 4

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down5
    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)-16.72-15.02
    Beta (against Standard Index)1.811.27
    Mean Annual Return0.32-0.05
    R-squared (against Standard Index)50.0353.28
    Standard Deviation26.5918.15
    Sharpe Ratio0.14-0.03
    Treynor Ratio0.18-1.68
    5 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)-24.30-9.64
    Beta (against Standard Index)1.701.34
    Mean Annual Return-0.560.36
    R-squared (against Standard Index)65.4567.11
    Standard Deviation30.2223.69
    Sharpe Ratio-0.220.18
    Treynor Ratio-6.411.16
    10 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)N/A0.26
    Beta (against Standard Index)N/A1.26
    Mean Annual ReturnN/A0.76
    R-squared (against Standard Index)N/A60.16
    Standard DeviationN/A26.95
    Sharpe RatioN/A0.29
    Treynor RatioN/A3.36