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Wasatch International Opportunities (WAIOX)
On
Dec 14
:
2.15
0.02
(0.94%)
MORE ON WAIOX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
31.50%
Worst 1 Yr Total Return
(2008)
:
-54.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAIOX
Category
Alpha (against Standard Index)
5.85
1.55
Beta (against Standard Index)
1.20
1.10
Mean Annual Return
-2.54
-0.14
R-squared (against Standard Index)
88
90.55
Standard Deviation
30.51
27.91
Sharpe Ratio
0.00
N/A
Treynor Ratio
-4.03
N/A
5 Years
Statistic
WAIOX
Category
Alpha (against Standard Index)
N/A
2.92
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.78
R-squared (against Standard Index)
N/A
89.30
Standard Deviation
N/A
23.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
WAIOX
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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