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Wasatch Global Science & Technology (WAGTX)
On
Dec 15
:
11.80
0.05
(0.42%)
MORE ON WAGTX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
16.43%
Worst 1 Yr Total Return
(2008)
:
-52.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAGTX
Category
Alpha (against Standard Index)
3.47
6.38
Beta (against Standard Index)
1.19
1.13
Mean Annual Return
-5.21
0.14
R-squared (against Standard Index)
78
78.37
Standard Deviation
26.67
25.34
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-6.28
N/A
5 Years
Statistic
WAGTX
Category
Alpha (against Standard Index)
4.54
3.18
Beta (against Standard Index)
1.25
1.18
Mean Annual Return
3.68
0.42
R-squared (against Standard Index)
76
73.49
Standard Deviation
22.94
22.16
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.55
N/A
10 Years
Statistic
WAGTX
Category
Alpha (against Standard Index)
N/A
0.36
Beta (against Standard Index)
N/A
1.54
Mean Annual Return
N/A
0.00
R-squared (against Standard Index)
N/A
58.28
Standard Deviation
N/A
32.85
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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