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Morgan Stanley Inst Act Intl Allc P (MSIBX)
On
Dec 24
:
11.50
0.10
(0.88%)
MORE ON MSIBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.95%
Worst 1 Yr Total Return
(2008)
:
-39.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSIBX
Category
Alpha (against Standard Index)
2.06
0.11
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
-3.38
-0.23
R-squared (against Standard Index)
97
95.97
Standard Deviation
23.81
24.84
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.77
N/A
5 Years
Statistic
MSIBX
Category
Alpha (against Standard Index)
1.06
0.08
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
5.21
0.51
R-squared (against Standard Index)
97
95.66
Standard Deviation
19.63
20.38
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.27
N/A
10 Years
Statistic
MSIBX
Category
Alpha (against Standard Index)
0.46
-0.14
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
2.49
0.28
R-squared (against Standard Index)
96
92.61
Standard Deviation
17.16
18.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.47
N/A
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