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Morgan Stanley European Equity C (EUGCX)
On
Dec 8
:
14.66
0.38
(2.53%)
MORE ON EUGCX
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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)
:
28.50%
Worst 1 Yr Total Return
(2008)
:
-43.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EUGCX
Category
Alpha (against Standard Index)
-1.22
0.68
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
-6.08
-0.18
R-squared (against Standard Index)
96
91.71
Standard Deviation
23.48
27.25
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-8.83
N/A
5 Years
Statistic
EUGCX
Category
Alpha (against Standard Index)
-1.24
1.34
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
3.73
0.72
R-squared (against Standard Index)
96
89.99
Standard Deviation
19.42
22.87
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.74
N/A
10 Years
Statistic
EUGCX
Category
Alpha (against Standard Index)
-0.41
5.43
Beta (against Standard Index)
0.98
1.05
Mean Annual Return
1.53
0.76
R-squared (against Standard Index)
90
77.72
Standard Deviation
18.50
22.13
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.48
N/A
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