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Morgan Stanley Convertible Secs B (CNSBX)
On
Dec 24
:
17.78
0.09
(0.51%)
MORE ON CNSBX
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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)
:
10.31%
Worst 1 Yr Total Return
(2008)
:
-29.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CNSBX
Category
Alpha (against Standard Index)
0.68
-0.95
Beta (against Standard Index)
1.11
1.21
Mean Annual Return
1.09
0.07
R-squared (against Standard Index)
78
80.73
Standard Deviation
16.66
17.91
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.06
N/A
5 Years
Statistic
CNSBX
Category
Alpha (against Standard Index)
-1.57
-2.13
Beta (against Standard Index)
1.11
1.20
Mean Annual Return
3.07
0.30
R-squared (against Standard Index)
78
79.99
Standard Deviation
13.48
14.54
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.07
N/A
10 Years
Statistic
CNSBX
Category
Alpha (against Standard Index)
-0.33
-0.63
Beta (against Standard Index)
1.04
1.19
Mean Annual Return
4.35
0.43
R-squared (against Standard Index)
64
71.60
Standard Deviation
13.00
14.11
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.36
N/A
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