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Morgan Stanley Inst Small Co Gr I (MSSGX)
On
Dec 28
:
11.32
0.01
(0.09%)
MORE ON MSSGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
19.17%
Worst 1 Yr Total Return
(2008)
:
-41.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSSGX
Category
Alpha (against Standard Index)
2.50
0.16
Beta (against Standard Index)
1.16
1.12
Mean Annual Return
-5.18
-0.38
R-squared (against Standard Index)
90
84.86
Standard Deviation
24.14
24.29
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.44
N/A
5 Years
Statistic
MSSGX
Category
Alpha (against Standard Index)
2.55
-0.01
Beta (against Standard Index)
1.20
1.17
Mean Annual Return
2.24
0.16
R-squared (against Standard Index)
85
80.32
Standard Deviation
20.86
20.99
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.63
N/A
10 Years
Statistic
MSSGX
Category
Alpha (against Standard Index)
6.93
4.06
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
3.66
0.37
R-squared (against Standard Index)
54
57.27
Standard Deviation
27.09
25.21
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.60
N/A
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