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Morgan Stanley Global Div Gr Secs C (GLBCX)On Dec 7: 9.23  Up 0.01 (0.11%)  
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Risk  As of 31-Oct-09Get 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
StatisticGLBCXCategory
Alpha (against Standard Index)-7.92-0.56
Beta (against Standard Index)0.760.91
Mean Annual Return-10.50-0.21
R-squared (against Standard Index)9290.41
Standard Deviation19.0822.89
Sharpe Ratio-0.61N/A
Treynor Ratio-16.98N/A
5 Years
StatisticGLBCXCategory
Alpha (against Standard Index)-5.96-1.40
Beta (against Standard Index)0.760.90
Mean Annual Return-1.200.44
R-squared (against Standard Index)9189.02
Standard Deviation15.8419.07
Sharpe Ratio-0.18N/A
Treynor Ratio-5.55N/A
10 Years
StatisticGLBCXCategory
Alpha (against Standard Index)-1.790.66
Beta (against Standard Index)0.810.93
Mean Annual Return0.490.36
R-squared (against Standard Index)8679.68
Standard Deviation15.6919.07
Sharpe Ratio-0.08N/A
Treynor Ratio-3.08N/A

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