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Wasatch Small Cap Growth Fund (WAAEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9367721027

CUSIP

936772102

Issuer

Wasatch

Inception Date

Dec 8, 1986

Min. Investment

$2,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
WAAEX vs. OBSOX WAAEX vs. WAMCX WAAEX vs. WGROX WAAEX vs. FCPGX WAAEX vs. VFINX WAAEX vs. VGT WAAEX vs. ^GSPC WAAEX vs. VBR WAAEX vs. VTI WAAEX vs. INDEX
Popular comparisons:
WAAEX vs. OBSOX WAAEX vs. WAMCX WAAEX vs. WGROX WAAEX vs. FCPGX WAAEX vs. VFINX WAAEX vs. VGT WAAEX vs. ^GSPC WAAEX vs. VBR WAAEX vs. VTI WAAEX vs. INDEX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Wasatch Small Cap Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.48%
12.53%
WAAEX (Wasatch Small Cap Growth Fund)
Benchmark (^GSPC)

Returns By Period

Wasatch Small Cap Growth Fund had a return of 22.27% year-to-date (YTD) and 38.11% in the last 12 months. Over the past 10 years, Wasatch Small Cap Growth Fund had an annualized return of -1.83%, while the S&P 500 had an annualized return of 11.21%, indicating that Wasatch Small Cap Growth Fund did not perform as well as the benchmark.


WAAEX

YTD

22.27%

1M

10.96%

6M

22.47%

1Y

38.11%

5Y (annualized)

1.11%

10Y (annualized)

-1.83%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of WAAEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.85%5.77%1.24%-7.07%2.94%0.50%4.45%2.01%2.72%-0.05%22.27%
202313.10%-3.11%-1.93%-1.18%-2.78%10.42%5.11%-2.94%-7.00%-8.95%10.34%11.56%21.24%
2022-15.93%-2.24%-0.44%-12.96%-5.51%-8.89%9.17%-2.93%-10.10%6.68%1.64%-5.69%-40.26%
20210.48%7.09%-3.27%5.73%-3.49%4.19%1.43%1.08%-3.15%6.47%-8.14%-18.20%-12.09%
20201.40%-5.29%-20.40%17.47%13.54%5.31%5.73%7.24%-2.16%2.21%16.07%2.73%45.19%
201912.55%7.08%-0.03%5.56%-2.74%5.99%1.69%-2.97%-3.15%0.67%7.26%-9.88%21.92%
20185.47%0.55%1.72%-1.71%5.98%2.69%1.86%11.01%-2.25%-10.52%3.54%-37.32%-25.95%
20173.72%0.51%1.06%2.51%0.81%0.88%0.41%-0.00%4.22%1.22%4.34%-10.21%9.00%
2016-9.64%-2.09%8.10%0.56%1.59%-0.69%6.69%-0.19%2.02%-2.90%4.14%-9.61%-3.66%
2015-1.61%7.91%1.32%-3.60%1.45%1.70%-0.76%-6.41%-5.72%4.83%4.07%-17.67%-15.84%
2014-0.72%3.26%-1.60%-6.08%0.04%5.41%-5.13%4.38%-3.20%4.50%0.86%-7.36%-6.50%
20134.80%0.28%3.83%-0.16%3.82%0.26%4.74%-1.59%6.32%0.25%2.51%-0.49%27.08%

Expense Ratio

WAAEX has a high expense ratio of 1.12%, indicating higher-than-average management fees.


Expense ratio chart for WAAEX: current value at 1.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WAAEX is 47, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of WAAEX is 4747
Combined Rank
The Sharpe Ratio Rank of WAAEX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of WAAEX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of WAAEX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of WAAEX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of WAAEX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for WAAEX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.005.002.032.53
The chart of Sortino ratio for WAAEX, currently valued at 2.85, compared to the broader market0.005.0010.002.853.39
The chart of Omega ratio for WAAEX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.47
The chart of Calmar ratio for WAAEX, currently valued at 0.71, compared to the broader market0.005.0010.0015.0020.000.713.65
The chart of Martin ratio for WAAEX, currently valued at 9.18, compared to the broader market0.0020.0040.0060.0080.00100.009.1816.21
WAAEX
^GSPC

The current Wasatch Small Cap Growth Fund Sharpe ratio is 2.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Wasatch Small Cap Growth Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.03
2.53
WAAEX (Wasatch Small Cap Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History


Wasatch Small Cap Growth Fund doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.90%
-0.53%
WAAEX (Wasatch Small Cap Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Wasatch Small Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Wasatch Small Cap Growth Fund was 62.47%, occurring on Nov 20, 2008. Recovery took 659 trading sessions.

The current Wasatch Small Cap Growth Fund drawdown is 35.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.47%Aug 3, 2005830Nov 20, 2008659Jul 6, 20111489
-59.6%Nov 9, 2021235Oct 14, 2022
-54.83%Sep 5, 2018386Mar 18, 2020184Dec 8, 2020570
-49.73%Oct 15, 1997257Oct 8, 1998361Feb 29, 2000618
-38.49%Mar 7, 2014488Feb 11, 2016639Aug 24, 20181127

Volatility

Volatility Chart

The current Wasatch Small Cap Growth Fund volatility is 6.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.81%
3.97%
WAAEX (Wasatch Small Cap Growth Fund)
Benchmark (^GSPC)