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    Wasatch-Hoisington US Treasury (WHOSX)

    16.78 Down 0.02(0.12%) Dec 8

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up24
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2011):41.23%
    Worst 1 Yr Total Return(Dec 30, 2009):-22.56%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.47-3.50
    Beta (against Standard Index)4.253.30
    Mean Annual Return0.750.79
    R-squared (against Standard Index)86.5884.10
    Standard Deviation14.009.40
    Sharpe Ratio0.630.92
    Treynor Ratio1.942.60
    5 Years
    Alpha (against Standard Index)-5.93-4.71
    Beta (against Standard Index)4.163.15
    Mean Annual Return0.320.40
    R-squared (against Standard Index)77.8776.29
    Standard Deviation13.869.65
    Sharpe Ratio0.270.46
    Treynor Ratio0.701.30
    10 Years
    Alpha (against Standard Index)-5.97-4.84
    Beta (against Standard Index)3.822.82
    Mean Annual Return0.680.59
    R-squared (against Standard Index)59.2964.29
    Standard Deviation16.5911.38
    Sharpe Ratio0.440.54
    Treynor Ratio1.641.96