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Morgan Stanley Inst Mid Cap Growth P (MACGX)
On
Dec 1
:
26.72
0.46
(1.75%)
MORE ON MACGX
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Risk
As of 31-Oct-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
(2007)
:
22.59%
Worst 1 Yr Total Return
(2008)
:
-47.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MACGX
Category
Alpha (against Standard Index)
9.95
3.31
Beta (against Standard Index)
1.23
1.09
Mean Annual Return
-0.46
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
26.00
23.37
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.35
N/A
5 Years
Statistic
MACGX
Category
Alpha (against Standard Index)
6.96
2.25
Beta (against Standard Index)
1.24
1.13
Mean Annual Return
6.07
0.31
R-squared (against Standard Index)
82
81.04
Standard Deviation
21.71
20.00
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.47
N/A
10 Years
Statistic
MACGX
Category
Alpha (against Standard Index)
5.22
4.42
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
2.04
0.37
R-squared (against Standard Index)
65
60.91
Standard Deviation
24.38
23.71
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.76
N/A
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