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Morgan Stanley Inst International Eq I (MSIQX)
On
Dec 22
:
12.89
0.05
(0.39%)
MORE ON MSIQX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.50%
Worst 1 Yr Total Return
(2008)
:
-33.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSIQX
Category
Alpha (against Standard Index)
0.08
-0.21
Beta (against Standard Index)
0.81
1.01
Mean Annual Return
-3.61
-0.25
R-squared (against Standard Index)
94
95.18
Standard Deviation
19.84
24.76
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.31
N/A
5 Years
Statistic
MSIQX
Category
Alpha (against Standard Index)
-0.57
-0.52
Beta (against Standard Index)
0.81
1.00
Mean Annual Return
3.57
0.46
R-squared (against Standard Index)
94
94.69
Standard Deviation
16.33
20.25
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.73
N/A
10 Years
Statistic
MSIQX
Category
Alpha (against Standard Index)
3.46
2.00
Beta (against Standard Index)
0.78
0.98
Mean Annual Return
5.88
0.46
R-squared (against Standard Index)
88
92.23
Standard Deviation
14.91
18.46
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.79
N/A
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