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Morgan Stanley Inst Large Cap Rel Val P (IVABX)

On Dec 29: 9.68   0.01 (0.10%)

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Risk  As of 30-Nov-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 (2006): 16.38% Worst 1 Yr Total Return (2008): -32.21% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic IVABX Category Alpha (against Standard Index) 1.32 -1.37 Beta (against Standard Index) 0.95 1.02 Mean Annual Return -4.17 -0.45 R-squared (against Standard Index) 94 94.58 Standard Deviation 19.52 20.79 Sharpe Ratio -0.24 N/A Treynor Ratio -6.75 N/A 5 Years Statistic IVABX Category Alpha (against Standard Index) 1.82 -0.29 Beta (against Standard Index) 0.94 1.01 Mean Annual Return 2.68 0.14 R-squared (against Standard Index) 93 93.49 Standard Deviation 15.70 16.81 Sharpe Ratio 0.06 N/A Treynor Ratio -0.33 N/A 10 Years Statistic IVABX Category Alpha (against Standard Index) 3.99 2.74 Beta (against Standard Index) 0.91 0.88 Mean Annual Return 3.65 0.31 R-squared (against Standard Index) 82 81.33 Standard Deviation 16.37 15.97 Sharpe Ratio 0.13 N/A Treynor Ratio 0.79 N/A
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