Ratings & Risk for Morgan Stanley Health Sciences I (HCRDX)

Morningstar Category: Health
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above 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 17.17 0.03 -0.12
    5-Year 14.70 0.37 0.10
    10-Year 17.52 0.70 0.32
    15-Year 19.73 0.95 0.39
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 58.62 0.66 -0.90
    3-Year 67.58 0.72 3.56
    5-Year 63.74 0.74 2.44
    10-Year 31.54 0.61 7.07

    S&P 500 TR

    Trailing data as of 10/31/2009