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Morgan Stanley Inst Limited Duration I (MPLDX)
On
Dec 3
:
7.68
0.01
(0.13%)
MORE ON MPLDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.35%
Worst 1 Yr Total Return
(2008)
:
-21.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPLDX
Category
Alpha (against Standard Index)
-7.61
-0.26
Beta (against Standard Index)
0.26
0.38
Mean Annual Return
-4.35
0.30
R-squared (against Standard Index)
3
32.40
Standard Deviation
6.78
3.42
Sharpe Ratio
-0.98
N/A
Treynor Ratio
-25.71
N/A
5 Years
Statistic
MPLDX
Category
Alpha (against Standard Index)
-4.84
-0.58
Beta (against Standard Index)
0.21
0.40
Mean Annual Return
-1.56
0.27
R-squared (against Standard Index)
2
36.30
Standard Deviation
5.34
2.80
Sharpe Ratio
-0.84
N/A
Treynor Ratio
-21.84
N/A
10 Years
Statistic
MPLDX
Category
Alpha (against Standard Index)
-1.95
-0.21
Beta (against Standard Index)
0.23
0.44
Mean Annual Return
1.68
0.35
R-squared (against Standard Index)
5
45.80
Standard Deviation
4.00
2.67
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-5.52
N/A
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