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Morgan Stanley Global Div Gr Secs B (GLBBX)
On
Dec 28
:
9.49
0.02
(0.21%)
MORE ON GLBBX
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Research Reports
Risk
As of 30-Nov-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)
:
21.56%
Worst 1 Yr Total Return
(2008)
:
-41.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GLBBX
Category
Alpha (against Standard Index)
-6.89
0.27
Beta (against Standard Index)
0.76
0.91
Mean Annual Return
-9.84
-0.17
R-squared (against Standard Index)
91
90.08
Standard Deviation
19.12
22.93
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-15.86
N/A
5 Years
Statistic
GLBBX
Category
Alpha (against Standard Index)
-5.01
-0.86
Beta (against Standard Index)
0.76
0.90
Mean Annual Return
-0.97
0.41
R-squared (against Standard Index)
91
88.40
Standard Deviation
15.75
18.93
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.20
N/A
10 Years
Statistic
GLBBX
Category
Alpha (against Standard Index)
-1.10
0.53
Beta (against Standard Index)
0.81
0.92
Mean Annual Return
1.06
0.33
R-squared (against Standard Index)
86
79.83
Standard Deviation
15.73
18.84
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.31
N/A
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