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Morgan Stanley Dividend Growth Secs I (DIVDX)
On
Dec 2
:
13.78
0.01
(0.07%)
MORE ON DIVDX
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Risk
As of 31-Oct-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)
:
11.43%
Worst 1 Yr Total Return
(2008)
:
-37.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DIVDX
Category
Alpha (against Standard Index)
-1.01
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.94
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.65
20.09
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.41
N/A
5 Years
Statistic
DIVDX
Category
Alpha (against Standard Index)
-1.48
0.26
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-1.12
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
15.91
16.47
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.21
N/A
10 Years
Statistic
DIVDX
Category
Alpha (against Standard Index)
0.22
0.84
Beta (against Standard Index)
0.86
0.97
Mean Annual Return
-0.28
0.11
R-squared (against Standard Index)
81
91.16
Standard Deviation
15.44
16.35
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.77
N/A
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