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Morgan Stanley Health Sciences B (HCRBX)
On
Dec 9
:
11.08
0.05
(0.45%)
MORE ON HCRBX
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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)
:
13.56%
Worst 1 Yr Total Return
(2008)
:
-22.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HCRBX
Category
Alpha (against Standard Index)
2.57
2.21
Beta (against Standard Index)
0.72
0.72
Mean Annual Return
-2.06
-0.08
R-squared (against Standard Index)
67
62.22
Standard Deviation
17.14
18.26
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.23
N/A
5 Years
Statistic
HCRBX
Category
Alpha (against Standard Index)
1.43
2.35
Beta (against Standard Index)
0.73
0.73
Mean Annual Return
2.35
0.36
R-squared (against Standard Index)
63
57.56
Standard Deviation
14.67
15.68
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.92
N/A
10 Years
Statistic
HCRBX
Category
Alpha (against Standard Index)
6.06
6.46
Beta (against Standard Index)
0.61
0.61
Mean Annual Return
6.09
0.65
R-squared (against Standard Index)
31
28.51
Standard Deviation
17.49
19.99
Sharpe Ratio
0.26
N/A
Treynor Ratio
5.15
N/A
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