Dow Down0.92% Nasdaq Down0.83%

Morgan Stanley Inst Intl Small Cap A (MSCPX)

13.46 Down 0.02(0.15%) Oct 22

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):27.14%
Worst 1 Yr Total Return(Dec 30, 2011):-18.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMSCPXCategory
Alpha (against Standard Index)-1.532.79
Beta (against Standard Index)0.930.92
Mean Annual Return0.821.17
R-squared (against Standard Index)78.5184.76
Standard Deviation15.0214.30
Sharpe Ratio0.650.99
Treynor Ratio9.6715.36
5 Years
StatisticMSCPXCategory
Alpha (against Standard Index)-2.291.57
Beta (against Standard Index)1.011.02
Mean Annual Return0.410.75
R-squared (against Standard Index)82.6890.60
Standard Deviation18.2017.68
Sharpe Ratio0.270.51
Treynor Ratio3.277.56
10 Years
StatisticMSCPXCategory
Alpha (against Standard Index)-2.460.18
Beta (against Standard Index)0.921.07
Mean Annual Return0.470.78
R-squared (against Standard Index)83.7892.15
Standard Deviation19.0921.11
Sharpe Ratio0.220.37
Treynor Ratio2.535.36