Performance, Returns & Volatility

MAC Solar Energy Index vs. S&P 500 & Russell 2000
Five-Year Comparison Chart of MAC Solar Energy Index vs. S&P 500 & Russell 2000
MAC Solar Index - Perfomance vs. Key Indexes (as of 29-Jun-2010):
  MAC
Solar
Energy
Index
SUNIDX
MSCI
World
S&P
500
Index
Russell
2000
Wilder-
Hill
Clean
Energy
(PBW)
First
Trust.
Wind
Energy
(GWE)
Crude
Oil
(Nymex
nearest
future)
Compounded Annual Growth
5 year na -1.9% -2.8% -0.8% na na 5.8%
3 year -28.7% -13.2% -11.5% -9.6% -26.4% -26.9% 2.4%
1 year -30.4% 8.0% 12.3% 20.6% -18.0% -31.6% 6.2%
YTD -35.9% -10.3% -6.6% -1.5% -24.5% -34.3% -4.3%
Standard Deviation
5 year na 20.6% 24.6% 30.5% na na 43.6%
3 year 62.6% 25.4% 30.7% 37.0% 49.6% 35.1% 50.8%
1 year 39.5% 17.8% 18.8% 25.2% 33.1% 22.8% 32.7%
Sharpe Ratio
5 year na -0.22 -0.22 -0.11 na na 0.07
3 year -0.48 -0.57 -0.41 -0.29 -0.56 -0.80 0.02
1 year -0.77 0.44 0.65 0.81 -0.55 -1.39 0.19
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.

 


More

Historical Data