Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, January 7, 2010, 2:32AM ET - U.S. Markets open in 6 hours and 58 minutes.
Dow
0.02%
Nasdaq
0.33%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Morgan Stanley Convertible Secs A (CNSAX)
On
Jan 6
:
18.00
0.11
(0.61%)
MORE ON CNSAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.06%
Worst 1 Yr Total Return
(2008)
:
-29.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CNSAX
Category
Alpha (against Standard Index)
1.42
-0.95
Beta (against Standard Index)
1.11
1.21
Mean Annual Return
1.84
0.07
R-squared (against Standard Index)
78
80.73
Standard Deviation
16.68
17.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.39
N/A
5 Years
Statistic
CNSAX
Category
Alpha (against Standard Index)
-0.83
-2.13
Beta (against Standard Index)
1.11
1.20
Mean Annual Return
3.84
0.30
R-squared (against Standard Index)
78
79.99
Standard Deviation
13.49
14.54
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.77
N/A
10 Years
Statistic
CNSAX
Category
Alpha (against Standard Index)
0.43
-0.63
Beta (against Standard Index)
1.05
1.19
Mean Annual Return
5.15
0.43
R-squared (against Standard Index)
64
71.60
Standard Deviation
13.02
14.11
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.12
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center