Ratings & Risk for Morgan Stanley Health Sciences B (HCRBX)

Morningstar Category: Health
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		45
    5-Year 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 17.14 -0.05 -0.17
    5-Year 14.68 0.28 0.03
    10-Year 17.50 0.62 0.26
    15-Year 19.72 0.88 0.35
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 58.75 0.66 -1.89
    3-Year 67.58 0.72 2.57
    5-Year 63.73 0.73 1.43
    10-Year 31.44 0.60 6.06

    S&P 500 TR

    Trailing data as of 10/31/2009