Morgan Stanley Institutional Fund, Inc. International Real Estate Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 20.67
Mean 0.8
Sharpe Ratio 0.46
Bear Market Decile Rank 88

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
R-Squared 74.01
Beta 1.25
Alpha -3.79