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    Guinness Atkinson Alternative Energy (GAAEX)

    3.29 Down 0.02(0.60%) Jan 23

    Risk as of Dec 30, 2014Get 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)-16.14-14.41
    Beta (against Standard Index)1.811.24
    Mean Annual Return0.740.22
    R-squared (against Standard Index)51.3553.27
    Standard Deviation26.9418.12
    Sharpe Ratio0.330.15
    Treynor Ratio3.000.87
    5 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)-24.73-8.75
    Beta (against Standard Index)1.701.33
    Mean Annual Return-0.670.36
    R-squared (against Standard Index)66.1067.15
    Standard Deviation30.5623.69
    Sharpe Ratio-0.260.18
    Treynor Ratio-7.101.18
    10 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)N/A1.17
    Beta (against Standard Index)N/A1.25
    Mean Annual ReturnN/A0.83
    R-squared (against Standard Index)N/A59.71
    Standard DeviationN/A26.89
    Sharpe RatioN/A0.32
    Treynor RatioN/A4.03