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Morgan Stanley Inst Emerging Mkts I (MGEMX)
On
Dec 24
:
22.88
0.23
(1.02%)
MORE ON MGEMX
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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
(2007)
:
41.56%
Worst 1 Yr Total Return
(2008)
:
-56.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGEMX
Category
Alpha (against Standard Index)
12.95
12.34
Beta (against Standard Index)
1.32
1.29
Mean Annual Return
2.75
0.68
R-squared (against Standard Index)
87
87.47
Standard Deviation
33.89
33.01
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.37
N/A
5 Years
Statistic
MGEMX
Category
Alpha (against Standard Index)
10.96
9.77
Beta (against Standard Index)
1.36
1.29
Mean Annual Return
14.73
1.39
R-squared (against Standard Index)
85
85.58
Standard Deviation
28.91
27.53
Sharpe Ratio
0.53
N/A
Treynor Ratio
8.63
N/A
10 Years
Statistic
MGEMX
Category
Alpha (against Standard Index)
9.20
9.46
Beta (against Standard Index)
1.33
1.23
Mean Annual Return
9.54
1.10
R-squared (against Standard Index)
76
77.00
Standard Deviation
27.36
25.24
Sharpe Ratio
0.37
N/A
Treynor Ratio
4.97
N/A
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