Morgan Stanley Institutional Global Strategist Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.0
Mean 0.9
Sharpe Ratio 1.35
Bear Market Decile Rank 12

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
DJ Moderate TR USD
R-Squared 90.16 90.52
Beta 0.91 0.91
Alpha 3.3 3.39