Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 18.15
Mean 1.12
Sharpe Ratio 0.73
Bear Market Decile Rank 54

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 69.58
Beta 0.91
Alpha 7.04