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    Wasatch Emerging Markets Small Cap Inv (WAEMX)

    2.39 0.00(0.00%) Jan 18

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):117.72%
    Worst 1 Yr Total Return(Dec 30, 2008):-57.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticWAEMXCategory
    Alpha (against Standard Index)-2.57-1.13
    Beta (against Standard Index)0.841.00
    Mean Annual Return-0.28-0.18
    R-squared (against Standard Index)67.1170.84
    Standard Deviation13.0215.06
    Sharpe Ratio-0.27-0.15
    Treynor Ratio-5.10-3.37
    5 Years
    StatisticWAEMXCategory
    Alpha (against Standard Index)-2.43-3.01
    Beta (against Standard Index)0.870.99
    Mean Annual Return0.220.23
    R-squared (against Standard Index)68.0476.00
    Standard Deviation14.0715.25
    Sharpe Ratio0.180.18
    Treynor Ratio1.751.64
    10 Years
    StatisticWAEMXCategory
    Alpha (against Standard Index)N/A0.93
    Beta (against Standard Index)N/A1.11
    Mean Annual ReturnN/A0.33
    R-squared (against Standard Index)N/A87.05
    Standard DeviationN/A22.86
    Sharpe RatioN/A0.14
    Treynor RatioN/A0.60