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Friday, December 11, 2009, 10:47PM ET - U.S. Markets Closed. Dow  0.63% Nasdaq  0.03%

Morgan Stanley Global Advantage I (GADDX)

On Dec 11: 9.89   0.03 (0.30%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 19.03% Worst 1 Yr Total Return (2008): -42.61% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GADDX Category Alpha (against Standard Index) 2.24 0.27 Beta (against Standard Index) 0.93 0.91 Mean Annual Return -2.95 -0.17 R-squared (against Standard Index) 88 90.08 Standard Deviation 23.63 22.93 Sharpe Ratio -0.10 N/A Treynor Ratio -5.61 N/A 5 Years Statistic GADDX Category Alpha (against Standard Index) -0.39 -0.86 Beta (against Standard Index) 0.91 0.90 Mean Annual Return 3.57 0.41 R-squared (against Standard Index) 87 88.40 Standard Deviation 19.17 18.93 Sharpe Ratio 0.13 N/A Treynor Ratio 0.63 N/A 10 Years Statistic GADDX Category Alpha (against Standard Index) -2.53 0.53 Beta (against Standard Index) 0.96 0.92 Mean Annual Return -0.78 0.33 R-squared (against Standard Index) 85 79.83 Standard Deviation 18.62 18.84 Sharpe Ratio -0.10 N/A Treynor Ratio -3.88 N/A
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