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Morgan Stanley CA Tax-Free Income I (CLFDX)On Dec 24: 11.25   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):4.90%
Worst 1 Yr Total Return (2008):-9.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCLFDXCategory
Alpha (against Standard Index)-2.77-3.17
Beta (against Standard Index)1.261.26
Mean Annual Return1.720.14
R-squared (against Standard Index)8885.78
Standard Deviation8.168.43
Sharpe Ratio-0.03N/A
Treynor Ratio-0.43N/A
5 Years
StatisticCLFDXCategory
Alpha (against Standard Index)-1.67-1.78
Beta (against Standard Index)1.251.22
Mean Annual Return3.080.26
R-squared (against Standard Index)8886.44
Standard Deviation6.536.57
Sharpe Ratio0.05N/A
Treynor Ratio0.07N/A
10 Years
StatisticCLFDXCategory
Alpha (against Standard Index)-1.35-1.52
Beta (against Standard Index)1.191.18
Mean Annual Return4.690.38
R-squared (against Standard Index)9187.22
Standard Deviation5.826.01
Sharpe Ratio0.32N/A
Treynor Ratio1.48N/A

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