Performance, Returns & Volatility
MAC Solar Index Returns and Volatility vs S&P 500 and Russell 2000:
| |
SUNIDX |
S&P 500 |
Russell 2000 |
| |
Return |
Standard Deviation |
Sharpe Ratio |
Return |
Standard Deviation |
Sharpe Ratio |
Return |
Standard Deviation |
Sharpe Ratio |
2005 (Apr-Dec) |
96.9% |
38.9% |
2.41 |
5.7% |
10.2% |
0.26 |
9.5% |
16.2% |
0.39 |
| 2006 |
40.2% |
39.4% |
0.90 |
13.6% |
9.8% |
0.88 |
17.0% |
17.0% |
0.71 |
| 2007 |
162.7% |
34.5% |
4.58 |
3.5% |
15.7% |
-0.06 |
-2.7% |
20.0% |
-0.36 |
2008 (to 04/17/2008) |
-25.3% |
57.3% |
-0.48 |
-7.0% |
23.2% |
-0.38 |
-7.6% |
28.6% |
-0.33 |
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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