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Morgan Stanley Global Div Gr Secs I (GLBDX)
On
Dec 7
:
9.34
0.00
(0.00%)
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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)
:
21.75%
Worst 1 Yr Total Return
(2008)
:
-40.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GLBDX
Category
Alpha (against Standard Index)
-6.80
-0.56
Beta (against Standard Index)
0.76
0.91
Mean Annual Return
-9.47
-0.21
R-squared (against Standard Index)
92
90.41
Standard Deviation
19.04
22.89
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-15.65
N/A
5 Years
Statistic
GLBDX
Category
Alpha (against Standard Index)
-4.89
-1.40
Beta (against Standard Index)
0.76
0.90
Mean Annual Return
-0.13
0.44
R-squared (against Standard Index)
91
89.02
Standard Deviation
15.82
19.07
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.16
N/A
10 Years
Statistic
GLBDX
Category
Alpha (against Standard Index)
-0.76
0.66
Beta (against Standard Index)
0.81
0.93
Mean Annual Return
1.53
0.36
R-squared (against Standard Index)
86
79.68
Standard Deviation
15.69
19.07
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.79
N/A
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