• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.02% Nasdaq Up0.41%

    Wasatch Micro Cap Value (WAMVX)

    3.02 0.00(0.00%) Feb 17

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):70.39%
    Worst 1 Yr Total Return(Dec 30, 2008):-47.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticWAMVXCategory
    Alpha (against Standard Index)-0.46-6.54
    Beta (against Standard Index)0.811.17
    Mean Annual Return0.700.51
    R-squared (against Standard Index)50.5960.08
    Standard Deviation11.9415.88
    Sharpe Ratio0.690.39
    Treynor Ratio9.644.35
    5 Years
    StatisticWAMVXCategory
    Alpha (against Standard Index)1.36-3.54
    Beta (against Standard Index)0.921.12
    Mean Annual Return1.170.99
    R-squared (against Standard Index)60.5862.97
    Standard Deviation12.1214.57
    Sharpe Ratio1.150.82
    Treynor Ratio15.2510.14
    10 Years
    StatisticWAMVXCategory
    Alpha (against Standard Index)1.07-0.19
    Beta (against Standard Index)1.061.15
    Mean Annual Return0.790.74
    R-squared (against Standard Index)74.2379.36
    Standard Deviation18.7719.74
    Sharpe Ratio0.470.42
    Treynor Ratio6.855.62