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Morgan Stanley Inst Intl Small Cap A (MSCPX)

13.88 Up 0.07(0.51%) Nov 28

Risk as of Oct 30, 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)-1.382.74
Beta (against Standard Index)1.010.97
Mean Annual Return0.590.91
R-squared (against Standard Index)80.7685.37
Standard Deviation14.8713.90
Sharpe Ratio0.470.79
Treynor Ratio6.0210.96
5 Years
StatisticMSCPXCategory
Alpha (against Standard Index)-1.901.59
Beta (against Standard Index)1.001.02
Mean Annual Return0.450.75
R-squared (against Standard Index)83.0390.66
Standard Deviation18.1117.66
Sharpe Ratio0.290.51
Treynor Ratio3.737.62
10 Years
StatisticMSCPXCategory
Alpha (against Standard Index)-2.660.19
Beta (against Standard Index)0.921.07
Mean Annual Return0.420.74
R-squared (against Standard Index)83.7292.18
Standard Deviation19.0821.13
Sharpe Ratio0.180.35
Treynor Ratio1.854.91