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 STI Down1.77%

Morgan Stanley Multi Cap Growth A (CPOAX)

27.04 Down 0.49(1.78%) 23 May


Risk as of Mar 31, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up10
Number of Years Down5
Best 1 Yr Total Return(Dec 31, 1999):125.63%
Worst 1Yr Total Return(Dec 31, 2008):-48.66%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCPOAXCategory
Alpha (against Standard Index)-1.75-2.48
Beta (against Standard Index)1.071.08
Mean Annual Return1.020.98
R-squared (against Standard Index)76.1592.65
Standard Deviation18.4016.81
Sharpe Ratio0.660.70
Treynor Ratio10.3110.12
5 Years
StatisticCPOAXCategory
Alpha (against Standard Index)0.93-0.57
Beta (against Standard Index)1.111.02
Mean Annual Return0.760.54
R-squared (against Standard Index)78.3891.10
Standard Deviation23.6620.13
Sharpe Ratio0.380.31
Treynor Ratio5.644.17
10 Years
StatisticCPOAXCategory
Alpha (against Standard Index)3.43-0.28
Beta (against Standard Index)1.141.04
Mean Annual Return1.150.73
R-squared (against Standard Index)76.3787.52
Standard Deviation19.4216.34
Sharpe Ratio0.620.43
Treynor Ratio9.535.67