Morgan Stanley Institutional Fund Trust Mid Cap Growth Portfolio

Scorecard
5 / 5 Stars
Lipper
5 4 3 5 4
Zacks Investment Research
4 (Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B- (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.5
Mean 1.2
Sharpe Ratio 0.86
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Growth TR USD
R-Squared 72.76 88.61
Beta 1.13 0.99
Alpha -1.7 0.14