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Morgan Stanley European Equity I (EUGDX)
On
Dec 2
:
16.52
0.03
(0.18%)
MORE ON EUGDX
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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)
:
29.80%
Worst 1 Yr Total Return
(2008)
:
-42.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EUGDX
Category
Alpha (against Standard Index)
-0.25
0.68
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
-5.15
-0.18
R-squared (against Standard Index)
96
91.71
Standard Deviation
23.48
27.25
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.87
N/A
5 Years
Statistic
EUGDX
Category
Alpha (against Standard Index)
-0.24
1.34
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
4.77
0.72
R-squared (against Standard Index)
96
89.99
Standard Deviation
19.43
22.87
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.82
N/A
10 Years
Statistic
EUGDX
Category
Alpha (against Standard Index)
0.58
5.43
Beta (against Standard Index)
0.98
1.05
Mean Annual Return
2.54
0.76
R-squared (against Standard Index)
90
77.72
Standard Deviation
18.52
22.13
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.45
N/A
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