Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 10, 2009, 4:09PM ET - U.S. Markets Closed. Dow Up 0.67% Nasdaq Up 0.33%
Morgan Stanley Equally-Wtd S&P 500 I (VADDX)On Dec 9: 25.30  Up 0.06 (0.24%)  
MORE ON VADDX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):16.31%
Worst 1 Yr Total Return (2008):-40.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVADDXCategory
Alpha (against Standard Index)3.650.38
Beta (against Standard Index)1.231.00
Mean Annual Return-6.28-0.41
R-squared (against Standard Index)9495.50
Standard Deviation24.6620.09
Sharpe Ratio-0.24N/A
Treynor Ratio-7.08N/A
5 Years
StatisticVADDXCategory
Alpha (against Standard Index)2.380.26
Beta (against Standard Index)1.221.01
Mean Annual Return1.690.16
R-squared (against Standard Index)9494.84
Standard Deviation20.0516.47
Sharpe Ratio0.04N/A
Treynor Ratio-1.09N/A
10 Years
StatisticVADDXCategory
Alpha (against Standard Index)5.480.84
Beta (against Standard Index)1.030.97
Mean Annual Return4.250.11
R-squared (against Standard Index)8591.16
Standard Deviation17.8716.35
Sharpe Ratio0.16N/A
Treynor Ratio1.24N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center