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    Guinness Atkinson Alternative Energy (GAAEX)

    2.48 Down 0.05(1.98%) Feb 8

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down6
    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)-5.65-19.10
    Beta (against Standard Index)1.541.31
    Mean Annual Return0.10-0.72
    R-squared (against Standard Index)47.8245.61
    Standard Deviation25.1921.52
    Sharpe Ratio0.04-0.37
    Treynor Ratio-1.23-7.52
    5 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)-19.01-14.67
    Beta (against Standard Index)1.681.42
    Mean Annual Return-0.85-0.42
    R-squared (against Standard Index)60.4661.88
    Standard Deviation28.8723.78
    Sharpe Ratio-0.36-0.21
    Treynor Ratio-8.13-5.24
    10 Years
    StatisticGAAEXCategory
    Alpha (against Standard Index)N/A-4.20
    Beta (against Standard Index)N/A1.24
    Mean Annual ReturnN/A0.26
    R-squared (against Standard Index)N/A59.08
    Standard DeviationN/A27.26
    Sharpe RatioN/A0.08
    Treynor RatioN/A-1.42