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Wasatch-Hoisington US Treasury (WHOSX)

17.68 Down 0.02(0.11%) Oct 24

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up23
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2011):41.23%
Worst 1 Yr Total Return(Dec 30, 2009):-22.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticWHOSXCategory
Alpha (against Standard Index)-7.00-5.68
Beta (against Standard Index)3.893.29
Mean Annual Return0.190.19
R-squared (against Standard Index)62.4270.80
Standard Deviation13.1210.53
Sharpe Ratio0.170.20
Treynor Ratio0.370.49
5 Years
StatisticWHOSXCategory
Alpha (against Standard Index)-8.30-6.43
Beta (against Standard Index)4.183.52
Mean Annual Return0.710.65
R-squared (against Standard Index)53.9965.22
Standard Deviation16.1212.64
Sharpe Ratio0.520.63
Treynor Ratio1.782.05
10 Years
StatisticWHOSXCategory
Alpha (against Standard Index)-3.82-3.30
Beta (against Standard Index)3.612.92
Mean Annual Return0.720.59
R-squared (against Standard Index)56.4369.43
Standard Deviation15.8211.60
Sharpe Ratio0.450.48
Treynor Ratio1.711.75