Morgan Stanley Institutional Global Strategist Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.01
Mean 0.84
Sharpe Ratio 1.25
Bear Market Decile Rank 14

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
R-Squared 90.03
Beta 0.91
Alpha 2.52