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    Wasatch Micro Cap Value (WAMVX)

    3.01 Down 0.01(0.33%) Nov 30

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):70.39%
    Worst 1 Yr Total Return(Dec 30, 2008):-47.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.76-1.34
    Beta (against Standard Index)0.830.98
    Mean Annual Return1.311.16
    R-squared (against Standard Index)49.6353.89
    Standard Deviation12.3414.12
    Sharpe Ratio1.270.99
    Treynor Ratio19.3214.18
    5 Years
    Alpha (against Standard Index)-1.46-3.52
    Beta (against Standard Index)1.011.15
    Mean Annual Return1.071.07
    R-squared (against Standard Index)69.0470.33
    Standard Deviation14.4616.40
    Sharpe Ratio0.880.78
    Treynor Ratio12.2910.58
    10 Years
    Alpha (against Standard Index)2.31-0.30
    Beta (against Standard Index)1.071.14
    Mean Annual Return0.960.79
    R-squared (against Standard Index)72.2878.33
    Standard Deviation18.9619.54
    Sharpe Ratio0.540.42
    Treynor Ratio8.365.82