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Morgan Stanley Mortgage Securities C (MTGCX)

On Dec 29: 8.12   0.01 (0.12%)

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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 (2007): 4.56% Worst 1 Yr Total Return (2008): -9.21% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MTGCX Category Alpha (against Standard Index) -3.36 0.23 Beta (against Standard Index) 0.48 0.76 Mean Annual Return 0.72 0.46 R-squared (against Standard Index) 17 64.12 Standard Deviation 4.65 3.94 Sharpe Ratio -0.30 N/A Treynor Ratio -3.23 N/A 5 Years Statistic MTGCX Category Alpha (against Standard Index) -2.63 -0.23 Beta (against Standard Index) 0.50 0.78 Mean Annual Return 1.49 0.39 R-squared (against Standard Index) 23 69.48 Standard Deviation 3.76 3.41 Sharpe Ratio -0.37 N/A Treynor Ratio -3.03 N/A 10 Years Statistic MTGCX Category Alpha (against Standard Index) -1.43 -0.47 Beta (against Standard Index) 0.59 0.84 Mean Annual Return 3.49 0.44 R-squared (against Standard Index) 40 78.01 Standard Deviation 3.54 3.66 Sharpe Ratio 0.17 N/A Treynor Ratio 0.96 N/A
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