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Morgan Stanley European Equity A (EUGAX)
On
Dec 7
:
15.74
0.07
(0.44%)
MORE ON EUGAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
29.49%
Worst 1 Yr Total Return
(2008)
:
-42.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EUGAX
Category
Alpha (against Standard Index)
-0.47
0.68
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
-5.37
-0.18
R-squared (against Standard Index)
96
91.71
Standard Deviation
23.50
27.25
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.09
N/A
5 Years
Statistic
EUGAX
Category
Alpha (against Standard Index)
-0.47
1.34
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
4.53
0.72
R-squared (against Standard Index)
96
89.99
Standard Deviation
19.43
22.87
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.58
N/A
10 Years
Statistic
EUGAX
Category
Alpha (against Standard Index)
0.35
5.43
Beta (against Standard Index)
0.98
1.05
Mean Annual Return
2.30
0.76
R-squared (against Standard Index)
90
77.72
Standard Deviation
18.50
22.13
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.69
N/A
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