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Wednesday, December 30, 2009, 1:06PM ET - U.S. Markets close in 2 hours and 54 minutes. Dow Down 0.07% Nasdaq Down 0.09%
Morgan Stanley Mortgage Securities C (MTGCX)On Dec 29: 8.12  Up 0.01 (0.12%)  
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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 (2007):4.56%
Worst 1 Yr Total Return (2008):-9.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMTGCXCategory
Alpha (against Standard Index)-3.360.23
Beta (against Standard Index)0.480.76
Mean Annual Return0.720.46
R-squared (against Standard Index)1764.12
Standard Deviation4.653.94
Sharpe Ratio-0.30N/A
Treynor Ratio-3.23N/A
5 Years
StatisticMTGCXCategory
Alpha (against Standard Index)-2.63-0.23
Beta (against Standard Index)0.500.78
Mean Annual Return1.490.39
R-squared (against Standard Index)2369.48
Standard Deviation3.763.41
Sharpe Ratio-0.37N/A
Treynor Ratio-3.03N/A
10 Years
StatisticMTGCXCategory
Alpha (against Standard Index)-1.43-0.47
Beta (against Standard Index)0.590.84
Mean Annual Return3.490.44
R-squared (against Standard Index)4078.01
Standard Deviation3.543.66
Sharpe Ratio0.17N/A
Treynor Ratio0.96N/A

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