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Guinness Atkinson Alternative Energy (GAAEX)

4.17 Down 0.01(0.24%) Sep 23

Risk as of Aug 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)-20.99-9.04
Beta (against Standard Index)1.901.46
Mean Annual Return0.470.96
R-squared (against Standard Index)62.5474.98
Standard Deviation32.1022.65
Sharpe Ratio0.180.52
Treynor Ratio0.206.56
5 Years
StatisticGAAEXCategory
Alpha (against Standard Index)-21.85-3.09
Beta (against Standard Index)1.731.33
Mean Annual Return-0.061.10
R-squared (against Standard Index)66.6772.61
Standard Deviation30.9622.84
Sharpe Ratio-0.020.58
Treynor Ratio-3.198.43
10 Years
StatisticGAAEXCategory
Alpha (against Standard Index)N/A3.92
Beta (against Standard Index)N/A1.25
Mean Annual ReturnN/A1.23
R-squared (against Standard Index)N/A61.16
Standard DeviationN/A26.54
Sharpe RatioN/A0.50
Treynor RatioN/A8.20