Morgan Stanley Institutional Frontier Emerging Markets Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.9
Mean 0.85
Sharpe Ratio 0.78
Bear Market Decile Rank 17

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 59.95
Beta 0.59
Alpha 7.02