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Morgan Stanley Dividend Growth Secs C (DIVCX)
On
Jan 5
:
14.04
0.03
(0.21%)
MORE ON DIVCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.30%
Worst 1 Yr Total Return
(2008)
:
-37.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DIVCX
Category
Alpha (against Standard Index)
-2.25
0.06
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-7.87
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
19.92
20.42
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.21
N/A
5 Years
Statistic
DIVCX
Category
Alpha (against Standard Index)
-2.56
0.04
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-1.82
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
16.02
16.64
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-4.88
N/A
10 Years
Statistic
DIVCX
Category
Alpha (against Standard Index)
-0.40
0.81
Beta (against Standard Index)
0.87
0.96
Mean Annual Return
-0.58
0.14
R-squared (against Standard Index)
81
91.13
Standard Deviation
15.53
16.39
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.06
N/A
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