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Morgan Stanley FX Alpha Strategy A (FXAAX)
On
Dec 17
:
29.30
0.04
(0.14%)
MORE ON FXAAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-1.31%
Worst 1 Yr Total Return
(2008)
:
-1.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FXAAX
Category
Alpha (against Standard Index)
N/A
-1.58
Beta (against Standard Index)
N/A
0.85
Mean Annual Return
N/A
0.15
R-squared (against Standard Index)
N/A
0.61
Standard Deviation
N/A
14.62
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
FXAAX
Category
Alpha (against Standard Index)
N/A
-0.07
Beta (against Standard Index)
N/A
2.50
Mean Annual Return
N/A
0.40
R-squared (against Standard Index)
N/A
2.49
Standard Deviation
N/A
6.80
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
FXAAX
Category
Alpha (against Standard Index)
N/A
2.12
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.47
R-squared (against Standard Index)
N/A
0.25
Standard Deviation
N/A
7.50
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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