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Morgan Stanley Inst Core Plus FI P (MFXAX)
On
Dec 4
:
9.48
0.03
(0.32%)
MORE ON MFXAX
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Risk
As of 31-Oct-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
(2007)
:
4.88%
Worst 1 Yr Total Return
(2008)
:
-16.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFXAX
Category
Alpha (against Standard Index)
-6.30
-1.72
Beta (against Standard Index)
0.85
1.02
Mean Annual Return
-0.78
0.39
R-squared (against Standard Index)
35
59.27
Standard Deviation
5.87
5.93
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-3.75
N/A
5 Years
Statistic
MFXAX
Category
Alpha (against Standard Index)
-3.27
-1.05
Beta (against Standard Index)
0.77
0.98
Mean Annual Return
1.17
0.33
R-squared (against Standard Index)
36
61.87
Standard Deviation
4.77
4.88
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-2.41
N/A
10 Years
Statistic
MFXAX
Category
Alpha (against Standard Index)
-1.09
-0.65
Beta (against Standard Index)
0.69
0.96
Mean Annual Return
4.10
0.45
R-squared (against Standard Index)
43
71.12
Standard Deviation
4.02
4.47
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.64
N/A
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