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Morgan Stanley Inst US Real Estate I (MSUSX)On Jan 7: 11.23  Up 0.11 (0.99%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):38.85%
Worst 1 Yr Total Return (2008):-38.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMSUSXCategory
Alpha (against Standard Index)-0.74-1.50
Beta (against Standard Index)1.591.61
Mean Annual Return-14.40-0.77
R-squared (against Standard Index)7067.75
Standard Deviation37.5338.87
Sharpe Ratio-0.28N/A
Treynor Ratio-10.51N/A
5 Years
StatisticMSUSXCategory
Alpha (against Standard Index)5.032.65
Beta (against Standard Index)1.581.60
Mean Annual Return1.740.34
R-squared (against Standard Index)6866.27
Standard Deviation30.5231.51
Sharpe Ratio0.12N/A
Treynor Ratio-0.79N/A
10 Years
StatisticMSUSXCategory
Alpha (against Standard Index)12.4911.10
Beta (against Standard Index)0.890.89
Mean Annual Return11.151.01
R-squared (against Standard Index)3736.04
Standard Deviation23.5724.18
Sharpe Ratio0.45N/A
Treynor Ratio9.28N/A

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