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Morgan Stanley Inst US Sm Cp Value I (MPSCX)

On Dec 7: 20.28   0.08 (0.40%)

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Risk  As of 31-Oct-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): 26.10% Worst 1 Yr Total Return (2008): -26.99% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MPSCX Category Alpha (against Standard Index) 6.89 1.78 Beta (against Standard Index) 1.12 1.18 Mean Annual Return -2.02 -0.41 R-squared (against Standard Index) 88 85.71 Standard Deviation 23.19 24.90 Sharpe Ratio -0.07 N/A Treynor Ratio -3.98 N/A 5 Years Statistic MPSCX Category Alpha (against Standard Index) 6.45 1.92 Beta (against Standard Index) 1.14 1.20 Mean Annual Return 6.10 0.27 R-squared (against Standard Index) 84 82.80 Standard Deviation 19.65 21.07 Sharpe Ratio 0.25 N/A Treynor Ratio 2.71 N/A 10 Years Statistic MPSCX Category Alpha (against Standard Index) 8.20 9.10 Beta (against Standard Index) 0.98 0.95 Mean Annual Return 6.85 0.80 R-squared (against Standard Index) 62 64.80 Standard Deviation 19.86 19.04 Sharpe Ratio 0.29 N/A Treynor Ratio 3.98 N/A
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