Wasatch Long/Short Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 10.7
Mean 0.81
Sharpe Ratio 0.9
Bear Market Decile Rank 77

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 80.25
Beta 0.78
Alpha -3.01

See Also:

Top Wasatch Funds