Morgan Stanley Correlations
| MVRXX Fund | USD 1.00 0.00 0.00% |
The current 90-days correlation between Morgan Stanley Insti and Materials Portfolio Fidelity is -0.42 (i.e., Very good 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
Very good diversification
The correlation between Morgan Stanley Institutional and DJI is -0.27 (i.e., Very good 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.
Morgan |
Moving against Morgan Money Market Fund
| 0.64 | PFHCX | Pacific Funds Small | PairCorr |
| 0.31 | PPRPX | Putnam Panagora Risk | PairCorr |
| 0.31 | PPRWX | Putnam Panagora Risk | PairCorr |
| 0.75 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
| 0.36 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
Related Correlations Analysis
| 0.79 | 0.75 | 0.8 | 0.53 | FMFTX | ||
| 0.79 | 0.91 | 0.7 | 0.82 | LANIX | ||
| 0.75 | 0.91 | 0.67 | 0.77 | EICVX | ||
| 0.8 | 0.7 | 0.67 | 0.58 | ARCHX | ||
| 0.53 | 0.82 | 0.77 | 0.58 | USCAX | ||
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Risk-Adjusted Indicators
There is a big difference between Morgan Money Market Fund performing well and Morgan Stanley Money Market 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 | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FMFTX | 0.78 | (0.04) | (0.05) | 0.08 | 0.87 | 1.90 | 5.17 | |||
| LANIX | 0.51 | (0.01) | (0.06) | 0.10 | 0.55 | 1.22 | 3.14 | |||
| EICVX | 0.48 | 0.00 | (0.10) | 0.12 | 0.37 | 1.09 | 2.12 | |||
| ARCHX | 0.34 | 0.02 | (0.23) | 1.02 | 0.37 | 0.67 | 1.69 | |||
| USCAX | 0.94 | 0.07 | (0.03) | 0.66 | 0.94 | 2.26 | 7.45 |