Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 2, 2009, 7:37PM ET - U.S. Markets Closed.
Dow
0.18%
Nasdaq
0.42%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Morgan Stanley Inst Intl Fixed-Income I (MPIFX)
On
Dec 2
:
10.48
0.02
(0.19%)
MORE ON MPIFX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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
(2004)
:
11.67%
Worst 1 Yr Total Return
(2005)
:
-10.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPIFX
Category
Alpha (against Standard Index)
-1.14
-1.14
Beta (against Standard Index)
1.79
1.47
Mean Annual Return
8.02
0.58
R-squared (against Standard Index)
61
50.46
Standard Deviation
9.42
8.81
Sharpe Ratio
0.61
N/A
Treynor Ratio
3.13
N/A
5 Years
Statistic
MPIFX
Category
Alpha (against Standard Index)
-0.92
-0.18
Beta (against Standard Index)
1.47
1.21
Mean Annual Return
4.78
0.44
R-squared (against Standard Index)
40
39.58
Standard Deviation
8.48
7.42
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.20
N/A
10 Years
Statistic
MPIFX
Category
Alpha (against Standard Index)
-1.33
-0.04
Beta (against Standard Index)
1.42
1.06
Mean Annual Return
6.03
0.53
R-squared (against Standard Index)
36
39.24
Standard Deviation
8.91
6.67
Sharpe Ratio
0.37
N/A
Treynor Ratio
2.15
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center