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Morgan Stanley Inst US Sm Cp Value P (MCVAX)

On Dec 4: 20.05   0.37 (1.88%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 25.78% Worst 1 Yr Total Return (2008): -27.19% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MCVAX Category Alpha (against Standard Index) 6.62 1.78 Beta (against Standard Index) 1.12 1.18 Mean Annual Return -2.29 -0.41 R-squared (against Standard Index) 88 85.71 Standard Deviation 23.20 24.90 Sharpe Ratio -0.09 N/A Treynor Ratio -4.22 N/A 5 Years Statistic MCVAX Category Alpha (against Standard Index) 6.19 1.92 Beta (against Standard Index) 1.14 1.20 Mean Annual Return 5.82 0.27 R-squared (against Standard Index) 84 82.80 Standard Deviation 19.66 21.07 Sharpe Ratio 0.24 N/A Treynor Ratio 2.46 N/A 10 Years Statistic MCVAX Category Alpha (against Standard Index) 7.94 9.10 Beta (against Standard Index) 0.98 0.95 Mean Annual Return 6.57 0.80 R-squared (against Standard Index) 62 64.80 Standard Deviation 19.87 19.04 Sharpe Ratio 0.27 N/A Treynor Ratio 3.69 N/A
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