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Morgan Stanley Global Div Gr Secs A (GLBAX)
On
Dec 1
:
9.22
0.19
(2.10%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.42%
Worst 1 Yr Total Return
(2008)
:
-41.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GLBAX
Category
Alpha (against Standard Index)
-7.20
-0.56
Beta (against Standard Index)
0.76
0.91
Mean Annual Return
-9.86
-0.21
R-squared (against Standard Index)
92
90.41
Standard Deviation
19.09
22.89
Sharpe Ratio
-0.57
N/A
Treynor Ratio
-16.12
N/A
5 Years
Statistic
GLBAX
Category
Alpha (against Standard Index)
-5.24
-1.40
Beta (against Standard Index)
0.76
0.90
Mean Annual Return
-0.48
0.44
R-squared (against Standard Index)
91
89.02
Standard Deviation
15.86
19.07
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.61
N/A
10 Years
Statistic
GLBAX
Category
Alpha (against Standard Index)
-1.04
0.66
Beta (against Standard Index)
0.81
0.93
Mean Annual Return
1.24
0.36
R-squared (against Standard Index)
86
79.68
Standard Deviation
15.70
19.07
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.14
N/A
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