Wasatch Long/Short Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 10.92
Mean 0.65
Sharpe Ratio 0.7
Bear Market Decile Rank 79

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 80.34
Beta 0.78
Alpha -3.42

See Also:

Top Wasatch Funds