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Morgan Stanley Inst Value P (MPVAX)

On Dec 4: 13.34   0.07 (0.53%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 17.63% Worst 1 Yr Total Return (2008): -36.59% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MPVAX Category Alpha (against Standard Index) 2.77 -1.05 Beta (against Standard Index) 1.13 1.02 Mean Annual Return -6.08 -0.55 R-squared (against Standard Index) 88 94.27 Standard Deviation 23.44 20.65 Sharpe Ratio -0.25 N/A Treynor Ratio -7.53 N/A 5 Years Statistic MPVAX Category Alpha (against Standard Index) 1.43 0.04 Beta (against Standard Index) 1.10 1.02 Mean Annual Return 1.19 0.14 R-squared (against Standard Index) 87 93.13 Standard Deviation 18.67 16.85 Sharpe Ratio 0.00 N/A Treynor Ratio -1.67 N/A 10 Years Statistic MPVAX Category Alpha (against Standard Index) 5.55 2.54 Beta (against Standard Index) 1.00 0.88 Mean Annual Return 4.25 0.27 R-squared (against Standard Index) 74 80.76 Standard Deviation 18.70 15.89 Sharpe Ratio 0.16 N/A Treynor Ratio 1.29 N/A
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