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Saturday, December 26, 2009, 7:20PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Morgan Stanley Inst Act Intl Allc P (MSIBX)On Dec 24: 11.50  Up 0.10 (0.88%)  
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Risk  As of 30-Nov-09Get 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
StatisticMSIBXCategory
Alpha (against Standard Index)2.060.11
Beta (against Standard Index)0.981.02
Mean Annual Return-3.38-0.23
R-squared (against Standard Index)9795.97
Standard Deviation23.8124.84
Sharpe Ratio-0.12N/A
Treynor Ratio-5.77N/A
5 Years
StatisticMSIBXCategory
Alpha (against Standard Index)1.060.08
Beta (against Standard Index)0.981.01
Mean Annual Return5.210.51
R-squared (against Standard Index)9795.66
Standard Deviation19.6320.38
Sharpe Ratio0.21N/A
Treynor Ratio2.27N/A
10 Years
StatisticMSIBXCategory
Alpha (against Standard Index)0.46-0.14
Beta (against Standard Index)0.941.01
Mean Annual Return2.490.28
R-squared (against Standard Index)9692.61
Standard Deviation17.1618.91
Sharpe Ratio0.06N/A
Treynor Ratio-0.47N/A

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