Performance, Returns & Volatility
MAC Solar Energy Index vs. S&P 500 & Russell 2000
MAC Solar Index - Correlations Table (as of 29-June-2010):
Correlations (Daily returns, last 5 years or since index inception) |
S U N I D X |
M S C I |
S & P
5 0 0 |
R u s s e l l |
P B W |
G W E |
O i l
|
| MAC Solar Energy (SUNIDX) | 1.00 | |
| MSCI World (MXO) | 0.75 | 1.00 | |
| S&P 500 Index (SPX) | 0.65 | 0.87 | 1.00 | |
| Russell 2000 (RTY) | 0.64 | 0.79 | 0.93 | 1.00 | |
| WilderHill Clean Energy (PBW) | 0.82 | 0.78 | 0.80 | 0.83 | 1.00 | |
| First Trust Wind Energy (GWE) | 0.76 | 0.82 | 0.57 | 0.53 | 0.65 | 1.00 | |
| Nymex Crude Oil (CL1) | 0.35 | 0.39 | 0.29 | 0.24 | 0.32 | 0.40 | 1.00 |
Note on backcast data: The inception date for the MAC Global Solar Energy Index was March 31, 2008, with a base of 1000.00. The data illustrated above includes back-cast simulated data for the period of March 31, 2005 through March 30, 2008. Live data then begins on March 31, 2008. The back-cast data uses the same methodology as the index uses going foward, i.e., with the same minimum investability criteria and solar revenue exposure requirements.
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Historical Data
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