VY Morgan Stanley Global Franchise Portfolio

Scorecard
4 / 5 Stars
Lipper
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Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.05
Mean 1.0
Sharpe Ratio 0.99
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EAFE Growth NR USD
R-Squared 70.22 76.3
Beta 0.61 0.66
Alpha 7.7 6.2