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Morgan Stanley Inst Mid Cap Growth I (MPEGX)
On
Nov 30
:
27.09
0.09
(0.33%)
MORE ON MPEGX
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Research Reports
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)
:
22.87%
Worst 1 Yr Total Return
(2008)
:
-47.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPEGX
Category
Alpha (against Standard Index)
10.23
3.31
Beta (against Standard Index)
1.23
1.09
Mean Annual Return
-0.18
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
26.00
23.37
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.12
N/A
5 Years
Statistic
MPEGX
Category
Alpha (against Standard Index)
7.23
2.25
Beta (against Standard Index)
1.24
1.13
Mean Annual Return
6.36
0.31
R-squared (against Standard Index)
82
81.04
Standard Deviation
21.71
20.00
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.70
N/A
10 Years
Statistic
MPEGX
Category
Alpha (against Standard Index)
5.48
4.42
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
2.30
0.37
R-squared (against Standard Index)
65
60.91
Standard Deviation
24.39
23.71
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.54
N/A
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