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Morgan Stanley Inst Small Co Gr P (MSSMX)
On
Jan 6
:
10.64
0.00
(0.00%)
MORE ON MSSMX
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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)
:
18.79%
Worst 1 Yr Total Return
(2008)
:
-41.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSSMX
Category
Alpha (against Standard Index)
2.24
0.16
Beta (against Standard Index)
1.15
1.12
Mean Annual Return
-5.39
-0.38
R-squared (against Standard Index)
90
84.86
Standard Deviation
24.05
24.29
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.64
N/A
5 Years
Statistic
MSSMX
Category
Alpha (against Standard Index)
2.29
-0.01
Beta (against Standard Index)
1.20
1.17
Mean Annual Return
1.99
0.16
R-squared (against Standard Index)
85
80.32
Standard Deviation
20.79
20.99
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.84
N/A
10 Years
Statistic
MSSMX
Category
Alpha (against Standard Index)
6.67
4.06
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
3.42
0.37
R-squared (against Standard Index)
54
57.27
Standard Deviation
27.05
25.21
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.40
N/A
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