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Morgan Stanley Health Sciences A (HCRAX)
On
Dec 3
:
13.15
0.08
(0.60%)
MORE ON HCRAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.44%
Worst 1 Yr Total Return
(2008)
:
-21.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HCRAX
Category
Alpha (against Standard Index)
3.32
2.21
Beta (against Standard Index)
0.72
0.72
Mean Annual Return
-1.32
-0.08
R-squared (against Standard Index)
67
62.22
Standard Deviation
17.13
18.26
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.20
N/A
5 Years
Statistic
HCRAX
Category
Alpha (against Standard Index)
2.19
2.35
Beta (against Standard Index)
0.73
0.73
Mean Annual Return
3.13
0.36
R-squared (against Standard Index)
63
57.56
Standard Deviation
14.66
15.68
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.15
N/A
10 Years
Statistic
HCRAX
Category
Alpha (against Standard Index)
6.84
6.46
Beta (against Standard Index)
0.61
0.61
Mean Annual Return
6.91
0.65
R-squared (against Standard Index)
31
28.51
Standard Deviation
17.50
19.99
Sharpe Ratio
0.30
N/A
Treynor Ratio
6.51
N/A
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