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Morgan Stanley High-Yield Secs C (HYLCX)
On
Dec 24
:
16.39
0.00
(0.00%)
MORE ON HYLCX
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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)
:
9.30%
Worst 1 Yr Total Return
(2008)
:
-23.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HYLCX
Category
Alpha (against Standard Index)
-2.78
-3.31
Beta (against Standard Index)
1.60
1.15
Mean Annual Return
4.78
0.30
R-squared (against Standard Index)
17
10.85
Standard Deviation
15.71
15.35
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.57
N/A
5 Years
Statistic
HYLCX
Category
Alpha (against Standard Index)
-0.94
-0.58
Beta (against Standard Index)
1.33
0.95
Mean Annual Return
4.62
0.39
R-squared (against Standard Index)
15
9.33
Standard Deviation
12.36
12.17
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
HYLCX
Category
Alpha (against Standard Index)
-6.50
0.41
Beta (against Standard Index)
0.62
0.52
Mean Annual Return
-2.28
0.42
R-squared (against Standard Index)
3
3.87
Standard Deviation
12.78
10.75
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.36
N/A
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