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Guinness Atkinson Global Innovators (IWIRX)
On
Dec 18
:
15.90
0.20
(1.27%)
MORE ON IWIRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.17%
Worst 1 Yr Total Return
(2008)
:
-45.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IWIRX
Category
Alpha (against Standard Index)
4.72
2.20
Beta (against Standard Index)
1.18
0.99
Mean Annual Return
-3.29
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
24.55
21.04
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.73
N/A
5 Years
Statistic
IWIRX
Category
Alpha (against Standard Index)
4.76
0.80
Beta (against Standard Index)
1.20
1.01
Mean Annual Return
4.58
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
20.44
17.50
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.33
N/A
10 Years
Statistic
IWIRX
Category
Alpha (against Standard Index)
1.89
-0.13
Beta (against Standard Index)
1.38
1.04
Mean Annual Return
-1.19
0.05
R-squared (against Standard Index)
83
78.99
Standard Deviation
24.55
19.17
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.98
N/A
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