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Monday, December 28, 2009, 3:19PM ET - U.S. Markets close in 41 mins.. Dow Up 0.00% Nasdaq Up 0.03%
Morgan Stanley Convertible Secs B (CNSBX)On Dec 24: 17.78  Up 0.09 (0.51%)  
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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):10.31%
Worst 1 Yr Total Return (2008):-29.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCNSBXCategory
Alpha (against Standard Index)0.68-0.95
Beta (against Standard Index)1.111.21
Mean Annual Return1.090.07
R-squared (against Standard Index)7880.73
Standard Deviation16.6617.91
Sharpe Ratio0.02N/A
Treynor Ratio-1.06N/A
5 Years
StatisticCNSBXCategory
Alpha (against Standard Index)-1.57-2.13
Beta (against Standard Index)1.111.20
Mean Annual Return3.070.30
R-squared (against Standard Index)7879.99
Standard Deviation13.4814.54
Sharpe Ratio0.08N/A
Treynor Ratio0.07N/A
10 Years
StatisticCNSBXCategory
Alpha (against Standard Index)-0.33-0.63
Beta (against Standard Index)1.041.19
Mean Annual Return4.350.43
R-squared (against Standard Index)6471.60
Standard Deviation13.0014.11
Sharpe Ratio0.17N/A
Treynor Ratio1.36N/A

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