• FirefoxInstall the new Firefox »
  •  Dow Down1.11% Nasdaq Down0.94%

    Guinness Atkinson Alternative Energy (GAAEX)

    3.55 Up 0.01(0.28%) Mar 31

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    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)-15.79-15.15
    Beta (against Standard Index)1.871.26
    Mean Annual Return0.48-0.05
    R-squared (against Standard Index)52.9053.22
    Standard Deviation26.9218.16
    Sharpe Ratio0.21-0.03
    Treynor Ratio1.19-1.71
    5 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)-23.05-10.12
    Beta (against Standard Index)1.701.34
    Mean Annual Return-0.330.41
    R-squared (against Standard Index)66.5767.53
    Standard Deviation30.3423.77
    Sharpe Ratio-0.130.21
    Treynor Ratio-4.951.61
    10 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)N/A-0.67
    Beta (against Standard Index)N/A1.25
    Mean Annual ReturnN/A0.70
    R-squared (against Standard Index)N/A60.36
    Standard DeviationN/A26.75
    Sharpe RatioN/A0.27
    Treynor RatioN/A2.82