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Morgan Stanley Equally-Wtd S&P 500 I (VADDX)
On
Dec 9
:
25.30
0.06
(0.24%)
MORE ON VADDX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
VADDX
Category
Alpha (against Standard Index)
3.65
0.38
Beta (against Standard Index)
1.23
1.00
Mean Annual Return
-6.28
-0.41
R-squared (against Standard Index)
94
95.50
Standard Deviation
24.66
20.09
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.08
N/A
5 Years
Statistic
VADDX
Category
Alpha (against Standard Index)
2.38
0.26
Beta (against Standard Index)
1.22
1.01
Mean Annual Return
1.69
0.16
R-squared (against Standard Index)
94
94.84
Standard Deviation
20.05
16.47
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.09
N/A
10 Years
Statistic
VADDX
Category
Alpha (against Standard Index)
5.48
0.84
Beta (against Standard Index)
1.03
0.97
Mean Annual Return
4.25
0.11
R-squared (against Standard Index)
85
91.16
Standard Deviation
17.87
16.35
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.24
N/A
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