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Morgan Stanley Convertible Secs C (CNSCX)
On
Jan 7
:
17.93
0.02
(0.11%)
MORE ON CNSCX
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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)
:
10.42%
Worst 1 Yr Total Return
(2008)
:
-29.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CNSCX
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
16.65
17.91
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.06
N/A
5 Years
Statistic
CNSCX
Category
Alpha (against Standard Index)
-1.55
-2.13
Beta (against Standard Index)
1.10
1.20
Mean Annual Return
3.09
0.30
R-squared (against Standard Index)
78
79.99
Standard Deviation
13.46
14.54
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.09
N/A
10 Years
Statistic
CNSCX
Category
Alpha (against Standard Index)
-0.32
-0.63
Beta (against Standard Index)
1.04
1.19
Mean Annual Return
4.36
0.43
R-squared (against Standard Index)
64
71.60
Standard Deviation
12.97
14.11
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.37
N/A
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