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    Wasatch Global Opportunities (WAGOX)

    3.84 Up 0.01(0.26%) Mar 27

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up4
    Number of Years Down2
    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
    StatisticWAGOXCategory
    Alpha (against Standard Index)8.386.32
    Beta (against Standard Index)0.710.76
    Mean Annual Return1.120.98
    R-squared (against Standard Index)69.4076.53
    Standard Deviation10.5610.90
    Sharpe Ratio1.261.09
    Treynor Ratio19.2415.73
    5 Years
    StatisticWAGOXCategory
    Alpha (against Standard Index)7.795.07
    Beta (against Standard Index)0.810.84
    Mean Annual Return1.170.97
    R-squared (against Standard Index)83.2085.98
    Standard Deviation14.6114.97
    Sharpe Ratio0.960.78
    Treynor Ratio16.9613.40
    10 Years
    StatisticWAGOXCategory
    Alpha (against Standard Index)N/A1.68
    Beta (against Standard Index)N/A0.85
    Mean Annual ReturnN/A0.66
    R-squared (against Standard Index)N/A87.65
    Standard DeviationN/A17.09
    Sharpe RatioN/A0.38
    Treynor RatioN/A6.18