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Guinness Atkinson Alternative Energy (GAAEX)

3.69 Down 0.12(3.15%) Nov 28

Risk as of Oct 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)-15.89-9.72
Beta (against Standard Index)1.841.21
Mean Annual Return0.640.48
R-squared (against Standard Index)52.7858.38
Standard Deviation27.2617.16
Sharpe Ratio0.280.34
Treynor Ratio2.213.74
5 Years
StatisticGAAEXCategory
Alpha (against Standard Index)-22.53-6.49
Beta (against Standard Index)1.711.33
Mean Annual Return-0.300.69
R-squared (against Standard Index)66.2271.10
Standard Deviation30.5923.17
Sharpe Ratio-0.120.36
Treynor Ratio-4.774.40
10 Years
StatisticGAAEXCategory
Alpha (against Standard Index)N/A2.02
Beta (against Standard Index)N/A1.25
Mean Annual ReturnN/A1.00
R-squared (against Standard Index)N/A61.01
Standard DeviationN/A26.70
Sharpe RatioN/A0.40
Treynor RatioN/A5.78