Ratings & Risk for Morgan Stanley Health Sciences A (HCRAX)

Morningstar Category: Health
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		45
    5-Year Below Average Average
    		45
    10-Year Average Average
    		23
    Overall Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 17.13 0.01 -0.13
    5-Year 14.67 0.35 0.08
    10-Year 17.51 0.68 0.30
    15-Year 19.74 0.94 0.38
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 59.08 0.66 -1.18
    3-Year 67.63 0.72 3.32
    5-Year 63.75 0.73 2.19
    10-Year 31.46 0.61 6.84

    S&P 500 TR

    Trailing data as of 10/31/2009