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Morgan Stanley Inst Focus Growth I (MSAGX)
On
Dec 24
:
15.36
0.17
(1.12%)
MORE ON MSAGX
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Research Reports
Risk
As of 30-Nov-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
(2007)
:
24.02%
Worst 1 Yr Total Return
(2008)
:
-52.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSAGX
Category
Alpha (against Standard Index)
7.64
2.20
Beta (against Standard Index)
1.22
0.99
Mean Annual Return
-1.46
-0.14
R-squared (against Standard Index)
78
88.76
Standard Deviation
27.34
21.04
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.06
N/A
5 Years
Statistic
MSAGX
Category
Alpha (against Standard Index)
4.73
0.80
Beta (against Standard Index)
1.24
1.01
Mean Annual Return
3.98
0.24
R-squared (against Standard Index)
76
86.59
Standard Deviation
22.66
17.50
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.81
N/A
10 Years
Statistic
MSAGX
Category
Alpha (against Standard Index)
1.52
-0.13
Beta (against Standard Index)
1.18
1.04
Mean Annual Return
-0.37
0.05
R-squared (against Standard Index)
81
78.99
Standard Deviation
21.18
19.17
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.80
N/A
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