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Morgan Stanley Inst US Md Cp Value Inv (MPMIX)

On Jan 6: 29.55   0.17 (0.58%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 24.35% Worst 1 Yr Total Return (2008): -39.87% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MPMIX Category Alpha (against Standard Index) 4.01 0.96 Beta (against Standard Index) 1.14 1.15 Mean Annual Return -3.55 -0.33 R-squared (against Standard Index) 91 89.96 Standard Deviation 23.60 24.07 Sharpe Ratio -0.13 N/A Treynor Ratio -5.12 N/A 5 Years Statistic MPMIX Category Alpha (against Standard Index) 4.80 1.28 Beta (against Standard Index) 1.14 1.16 Mean Annual Return 4.92 0.26 R-squared (against Standard Index) 90 88.97 Standard Deviation 19.23 19.80 Sharpe Ratio 0.20 N/A Treynor Ratio 1.69 N/A 10 Years Statistic MPMIX Category Alpha (against Standard Index) 6.61 7.57 Beta (against Standard Index) 1.10 0.96 Mean Annual Return 5.30 0.70 R-squared (against Standard Index) 81 72.92 Standard Deviation 19.76 18.20 Sharpe Ratio 0.22 N/A Treynor Ratio 2.16 N/A
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