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Morgan Stanley High-Yield Secs B (HYLBX)
On
Jan 6
:
16.55
0.07
(0.42%)
MORE ON HYLBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.43%
Worst 1 Yr Total Return
(2008)
:
-22.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HYLBX
Category
Alpha (against Standard Index)
-3.29
-3.31
Beta (against Standard Index)
1.72
1.15
Mean Annual Return
4.75
0.30
R-squared (against Standard Index)
20
10.85
Standard Deviation
15.83
15.35
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.44
N/A
5 Years
Statistic
HYLBX
Category
Alpha (against Standard Index)
-1.10
-0.58
Beta (against Standard Index)
1.41
0.95
Mean Annual Return
4.66
0.39
R-squared (against Standard Index)
17
9.33
Standard Deviation
12.45
12.17
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.18
N/A
10 Years
Statistic
HYLBX
Category
Alpha (against Standard Index)
-6.43
0.41
Beta (against Standard Index)
0.63
0.52
Mean Annual Return
-2.21
0.42
R-squared (against Standard Index)
3
3.87
Standard Deviation
12.81
10.75
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.22
N/A
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