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Morgan Stanley Focus Growth C (AMOCX)
On
Dec 3
:
24.64
0.17
(0.69%)
MORE ON AMOCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
21.79%
Worst 1 Yr Total Return
(2008)
:
-52.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMOCX
Category
Alpha (against Standard Index)
7.49
2.45
Beta (against Standard Index)
1.24
1.00
Mean Annual Return
-3.42
-0.24
R-squared (against Standard Index)
79
88.47
Standard Deviation
27.30
20.84
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.70
N/A
5 Years
Statistic
AMOCX
Category
Alpha (against Standard Index)
2.89
0.94
Beta (against Standard Index)
1.24
1.01
Mean Annual Return
1.61
0.21
R-squared (against Standard Index)
77
86.37
Standard Deviation
22.53
17.46
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.14
N/A
10 Years
Statistic
AMOCX
Category
Alpha (against Standard Index)
-0.35
0.18
Beta (against Standard Index)
0.95
1.04
Mean Annual Return
-1.91
0.04
R-squared (against Standard Index)
56
78.62
Standard Deviation
20.34
19.22
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.16
N/A
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