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Morgan Stanley Global Div Gr Secs C (GLBCX)
On
Dec 7
:
9.23
0.01
(0.11%)
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Research Reports
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)
:
20.52%
Worst 1 Yr Total Return
(2008)
:
-41.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GLBCX
Category
Alpha (against Standard Index)
-7.92
-0.56
Beta (against Standard Index)
0.76
0.91
Mean Annual Return
-10.50
-0.21
R-squared (against Standard Index)
92
90.41
Standard Deviation
19.08
22.89
Sharpe Ratio
-0.61
N/A
Treynor Ratio
-16.98
N/A
5 Years
Statistic
GLBCX
Category
Alpha (against Standard Index)
-5.96
-1.40
Beta (against Standard Index)
0.76
0.90
Mean Annual Return
-1.20
0.44
R-squared (against Standard Index)
91
89.02
Standard Deviation
15.84
19.07
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.55
N/A
10 Years
Statistic
GLBCX
Category
Alpha (against Standard Index)
-1.79
0.66
Beta (against Standard Index)
0.81
0.93
Mean Annual Return
0.49
0.36
R-squared (against Standard Index)
86
79.68
Standard Deviation
15.69
19.07
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.08
N/A
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