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Guinness Atkinson Global Energy (GAGEX)
On
Dec 14
:
24.84
0.52
(2.14%)
MORE ON GAGEX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
63.99%
Worst 1 Yr Total Return
(2008)
:
-48.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GAGEX
Category
Alpha (against Standard Index)
14.21
8.86
Beta (against Standard Index)
1.31
1.20
Mean Annual Return
2.37
0.30
R-squared (against Standard Index)
57
50.47
Standard Deviation
34.38
33.90
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.07
N/A
5 Years
Statistic
GAGEX
Category
Alpha (against Standard Index)
16.54
11.44
Beta (against Standard Index)
1.30
1.20
Mean Annual Return
14.32
1.11
R-squared (against Standard Index)
45
41.53
Standard Deviation
30.87
29.96
Sharpe Ratio
0.50
N/A
Treynor Ratio
8.71
N/A
10 Years
Statistic
GAGEX
Category
Alpha (against Standard Index)
N/A
15.51
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
1.36
R-squared (against Standard Index)
N/A
34.11
Standard Deviation
N/A
28.06
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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