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Wednesday, January 6, 2010, 10:32PM ET - U.S. Markets Closed. Dow Up 0.02% Nasdaq Down 0.33%
Morgan Stanley Inst Small Co Gr P (MSSMX)On Jan 6: 10.64   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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):18.79%
Worst 1 Yr Total Return (2008):-41.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMSSMXCategory
Alpha (against Standard Index)2.240.16
Beta (against Standard Index)1.151.12
Mean Annual Return-5.39-0.38
R-squared (against Standard Index)9084.86
Standard Deviation24.0524.29
Sharpe Ratio-0.20N/A
Treynor Ratio-6.64N/A
5 Years
StatisticMSSMXCategory
Alpha (against Standard Index)2.29-0.01
Beta (against Standard Index)1.201.17
Mean Annual Return1.990.16
R-squared (against Standard Index)8580.32
Standard Deviation20.7920.99
Sharpe Ratio0.06N/A
Treynor Ratio-0.84N/A
10 Years
StatisticMSSMXCategory
Alpha (against Standard Index)6.674.06
Beta (against Standard Index)1.231.16
Mean Annual Return3.420.37
R-squared (against Standard Index)5457.27
Standard Deviation27.0525.21
Sharpe Ratio0.15N/A
Treynor Ratio0.40N/A

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