PortfoliosLab logoPortfoliosLab logo
ISIN
US9367936294
CUSIP
936793629
Issuer
Wasatch
Inception Date
Sep 30, 2019
Min. Investment
$2,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

WAISX Performance Chart

Wasatch International Select Fund (WAISX) is up 2.6% since the beginning of the year. WAISX is currently trading at $13 per share. Investors who bought $1,000 worth of WAISX shares 5 years ago would now be looking at an investment worth $932.


Loading charts...

S&P 500 Index

Returns By Period

Wasatch International Select Fund (WAISX) has returned 2.61% so far this year and -6.43% over the past 12 months.


Wasatch International Select Fund

1D
1.06%
1M
0.60%
YTD
2.61%
6M
2.76%
1Y
-6.43%
3Y*
5.15%
5Y*
-1.40%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WAISX Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 2019, WAISX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +14.4%, while the worst month was Jan 2022 at -16.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, WAISX closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.53%3.63%-8.02%7.53%-1.25%-0.15%2.61%
20255.43%0.95%-2.20%9.40%4.63%4.07%-4.38%0.99%-0.98%-4.44%-4.06%0.31%9.03%
2024-4.40%1.86%1.65%-7.44%4.99%-1.14%5.60%4.13%1.54%-4.86%4.77%-4.40%1.18%
202311.31%-3.14%3.15%0.28%0.18%4.88%0.26%-4.99%-5.62%-6.63%14.42%7.95%21.48%
2022-16.33%-2.32%-1.47%-9.73%-2.67%-7.57%12.59%-8.27%-11.79%7.87%9.17%-7.16%-34.87%
2021-3.09%-2.03%-1.70%6.85%1.13%1.18%3.65%5.18%-5.50%2.41%-2.81%0.34%4.99%

Benchmark Metrics

Wasatch International Select Fund has an annualized alpha of -6.33%, beta of 0.83, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since October 01, 2019.

  • This fund participated in 110.39% of S&P 500 Index downside but only 73.21% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -6.33% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-6.33%
Beta
0.83
0.63
Upside Capture
73.21%
Downside Capture
110.39%

Expense Ratio

WAISX has a high expense ratio of 1.30%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

WAISX ranks 1 for risk / return — in the bottom 1% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


WAISX Risk / Return Rank: 11
Overall Rank
WAISX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WAISX Sortino Ratio Rank: 11
Sortino Ratio Rank
WAISX Omega Ratio Rank: 11
Omega Ratio Rank
WAISX Calmar Ratio Rank: 11
Calmar Ratio Rank
WAISX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Wasatch International Select Fund (WAISX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WAISXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-3.39

Omega ratioGain probability vs. loss probability

0.93

1.37

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.43

2.78

-3.21

Martin ratioReturn relative to average drawdown

-0.84

12.44

-13.28

Dividends

Dividend History


Wasatch International Select 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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Wasatch International Select 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 International Select Fund was 45.66%, occurring on Sep 26, 2022. The portfolio has not yet recovered.

The current Wasatch International Select Fund drawdown is 17.66%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-45.66%Sep 2022
1y 13d
4y 9moSep 2021 - now
COVID crash2020
-28.27%Mar 2020
1mo 2d2mo 7d
3mo 9dFeb 2020 - May 2020
2021 correction2021
-10.49%Mar 2021
19d3mo 8d
3mo 27dFeb 2021 - Jun 2021
2020 pullback2020
-6.67%Oct 2020
17d6d
23dOct 2020 - Nov 2020
2020 pullback2020
-5.26%Sep 2020
7d29d
1mo 6dSep 2020 - Oct 2020

Drawdown Indicators


WAISXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-56.78%

+11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-17.73%

-9.10%

-8.63%

Max Drawdown (3Y)

Largest decline over 3 years

-19.48%

-18.90%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-45.66%

-25.43%

-20.23%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-17.66%

-1.80%

-15.86%

Average Drawdown

Average peak-to-trough decline

-19.15%

-10.71%

-8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.10%

2.03%

+7.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with WAISX

Add Wasatch International Select Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with WAISX