Morgan Stanley Correlations

MSDEX Fund

12.15 0.03 0.25%

The current 90-days correlation between Morgan Stanley Insti and Prudential Short Duration is 0.1 (i.e., Average diversification). The correlation of Morgan Stanley is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Morgan Stanley Correlation With Market

Significant diversification

The correlation between Morgan Stanley Institutional and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Morgan Stanley Institutional and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Morgan Stanley Institutional. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in american community survey.

For more information on how to buy Morgan Mutual Fund please use our How to Invest in Morgan Stanley guide.

Moving together with Morgan Mutual Fund

0.71	MMCGX	Mid Cap Growth	Pair Corr
0.76	MNOPX	International Opportunity	Pair Corr
0.73	MPAIX	Advantage Portfolio Class	Pair Corr
0.71	MPEGX	Mid Cap Growth	Pair Corr
0.76	MRNPX	Msif International	Pair Corr
0.73	MADSX	Msif Advantage Port	Pair Corr
0.68	MACGX	Mid Cap Growth	Pair Corr
0.7	MSBQX	Morgan Stanley Insti	Pair Corr
0.69	MSBWX	Morgan Stanley Insti	Pair Corr
0.74	MSAQX	Asia Opportunity Por	Pair Corr
0.75	MSAWX	Asia Opportunity Por	Pair Corr
0.7	MSAUX	Asia Opportunity Por	Pair Corr
0.74	MSAYX	Asia Opportunity Por	Pair Corr

Moving against Morgan Mutual Fund

0.75	DINDX	Global Fixed Income	Pair Corr
0.38	MRHYX	Msift High Yield	Pair Corr
0.36	TIEUX	International Equity	Pair Corr
0.35	MPBAX	Global Strategist	Pair Corr
0.34	THYUX	High Yield Fund	Pair Corr
0.39	MSDLX	Global Strategist	Pair Corr
0.37	MSAAX	Active International	Pair Corr

Related Correlations Analysis

	HYSZX	BSBIX	SUSAX	ATOAX	DULTX	BPIRX	JIBDX	JSNIX
HYSZX		0.79	0.86	0.85	0.82	0.71	0.78	0.9	HYSZX
BSBIX	0.79		0.89	0.87	0.85	0.69	0.94	0.89	BSBIX
SUSAX	0.86	0.89		0.99	0.98	0.71	0.86	0.97	SUSAX
ATOAX	0.85	0.87	0.99		0.99	0.68	0.83	0.96	ATOAX
DULTX	0.82	0.85	0.98	0.99		0.66	0.8	0.95	DULTX
BPIRX	0.71	0.69	0.71	0.68	0.66		0.73	0.74	BPIRX
JIBDX	0.78	0.94	0.86	0.83	0.8	0.73		0.87	JIBDX
JSNIX	0.9	0.89	0.97	0.96	0.95	0.74	0.87		JSNIX
	HYSZX	BSBIX	SUSAX	ATOAX	DULTX	BPIRX	JIBDX	JSNIX

Risk-Adjusted Indicators

There is a big difference between Morgan Mutual Fund performing well and Morgan Stanley Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Morgan Stanley's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
HYSZX	0.09	0.00	(0.51)	0.03	(0.17)	0.12	(0.24)	0.71
BSBIX	0.04	0.00	0.00	0.06	0.00	0.10	(0.10)	0.52
SUSAX	0.03	0.00	0.00	(0.05)	0.00	0.10	(0.10)	0.50
ATOAX	0.01	0.00	0.00	0.45	0.00	0.00	0.00	0.20
DULTX	0.03	0.00	0.00	0.04	0.00	0.10	(0.10)	0.51
BPIRX	0.57	0.17	0.20	0.48	(0.70)	1.11	(0.80)	10.40
JIBDX	0.05	0.00	(0.57)	0.11	(0.08)	0.13	(0.07)	0.46
JSNIX	0.06	0.00	(0.67)	0.40	(0.14)	0.11	(0.11)	0.53

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