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Morgan Stanley Inst Intl Real Estate I (MSUAX)
On
Dec 23
:
17.27
0.10
(0.58%)
MORE ON MSUAX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
56.06%
Worst 1 Yr Total Return
(2008)
:
-49.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSUAX
Category
Alpha (against Standard Index)
-5.79
-5.16
Beta (against Standard Index)
1.14
1.10
Mean Annual Return
-13.32
-0.70
R-squared (against Standard Index)
75
79.85
Standard Deviation
31.31
29.59
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-13.71
N/A
5 Years
Statistic
MSUAX
Category
Alpha (against Standard Index)
0.07
-1.35
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
3.11
0.42
R-squared (against Standard Index)
74
72.32
Standard Deviation
25.80
25.78
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.11
N/A
10 Years
Statistic
MSUAX
Category
Alpha (against Standard Index)
9.95
9.39
Beta (against Standard Index)
0.92
0.84
Mean Annual Return
11.61
1.07
R-squared (against Standard Index)
59
51.12
Standard Deviation
21.65
21.08
Sharpe Ratio
0.49
N/A
Treynor Ratio
9.40
N/A
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