Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 1, 2009, 5:31PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Morgan Stanley Focus Growth I (AMODX)On Nov 30: 27.84  Up 0.18 (0.65%)  
MORE ON AMODX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):23.02%
Worst 1 Yr Total Return (2008):-52.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticAMODXCategory
Alpha (against Standard Index)8.492.45
Beta (against Standard Index)1.241.00
Mean Annual Return-2.44-0.24
R-squared (against Standard Index)7988.47
Standard Deviation27.3120.84
Sharpe Ratio-0.04N/A
Treynor Ratio-3.91N/A
5 Years
StatisticAMODXCategory
Alpha (against Standard Index)3.890.94
Beta (against Standard Index)1.241.01
Mean Annual Return2.630.21
R-squared (against Standard Index)7686.37
Standard Deviation22.5417.46
Sharpe Ratio0.10N/A
Treynor Ratio-0.32N/A
10 Years
StatisticAMODXCategory
Alpha (against Standard Index)0.640.18
Beta (against Standard Index)0.951.04
Mean Annual Return-0.940.04
R-squared (against Standard Index)5678.62
Standard Deviation20.3519.22
Sharpe Ratio-0.09N/A
Treynor Ratio-4.13N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center