• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.17% Nasdaq Down0.43%

    Wasatch Global Opportunities Investor (WAGOX)

    3.20 Down 0.01(0.31%) Feb 23

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):61.36%
    Worst 1 Yr Total Return(Dec 30, 2011):-8.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.183.51
    Beta (against Standard Index)0.780.79
    Mean Annual Return0.290.41
    R-squared (against Standard Index)54.0275.96
    Standard Deviation13.3511.43
    Sharpe Ratio0.250.42
    Treynor Ratio3.265.54
    5 Years
    Alpha (against Standard Index)5.594.96
    Beta (against Standard Index)0.750.78
    Mean Annual Return0.790.75
    R-squared (against Standard Index)62.3677.74
    Standard Deviation12.4811.71
    Sharpe Ratio0.750.76
    Treynor Ratio11.8911.09
    10 Years
    Alpha (against Standard Index)N/A2.50
    Beta (against Standard Index)N/A0.84
    Mean Annual ReturnN/A0.44
    R-squared (against Standard Index)N/A87.64
    Standard DeviationN/A17.30
    Sharpe RatioN/A0.27
    Treynor RatioN/A3.80