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Morgan Stanley Inst Mid Cap Growth I (MPEGX)On Nov 30: 27.09  Up 0.09 (0.33%)  
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Risk  As of 31-Oct-09Get 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):22.87%
Worst 1 Yr Total Return (2008):-47.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMPEGXCategory
Alpha (against Standard Index)10.233.31
Beta (against Standard Index)1.231.09
Mean Annual Return-0.18-0.23
R-squared (against Standard Index)8584.23
Standard Deviation26.0023.37
Sharpe Ratio0.03N/A
Treynor Ratio-2.12N/A
5 Years
StatisticMPEGXCategory
Alpha (against Standard Index)7.232.25
Beta (against Standard Index)1.241.13
Mean Annual Return6.360.31
R-squared (against Standard Index)8281.04
Standard Deviation21.7120.00
Sharpe Ratio0.26N/A
Treynor Ratio2.70N/A
10 Years
StatisticMPEGXCategory
Alpha (against Standard Index)5.484.42
Beta (against Standard Index)1.231.13
Mean Annual Return2.300.37
R-squared (against Standard Index)6560.91
Standard Deviation24.3923.71
Sharpe Ratio0.10N/A
Treynor Ratio-0.54N/A

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