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Wasatch International Growth (WAIGX)
On
Dec 16
:
14.91
0.05
(0.34%)
MORE ON WAIGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.79%
Worst 1 Yr Total Return
(2008)
:
-53.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAIGX
Category
Alpha (against Standard Index)
3.50
1.55
Beta (against Standard Index)
1.22
1.10
Mean Annual Return
-5.04
-0.14
R-squared (against Standard Index)
91
90.55
Standard Deviation
30.68
27.91
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-5.98
N/A
5 Years
Statistic
WAIGX
Category
Alpha (against Standard Index)
1.27
2.92
Beta (against Standard Index)
1.21
1.12
Mean Annual Return
4.83
0.78
R-squared (against Standard Index)
89
89.30
Standard Deviation
25.10
23.42
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.52
N/A
10 Years
Statistic
WAIGX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
77.33
Standard Deviation
N/A
23.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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