Morgan Stanley Institutional Global Advantage Portfolio

Scorecard
5 / 5 Stars
Lipper
5 5 5 4 2
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.35
Mean 1.29
Sharpe Ratio 1.07
Bear Market Decile Rank 16

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EAFE Growth NR USD
R-Squared 87.48 90.05
Beta 0.8 0.83
Alpha 11.23 8.71