Morgan Stanley Correlations

MSDEX Fund

12.22 0.06 0.49%

The current 90-days correlation between Morgan Stanley Insti and Bbh Intermediate Municipal is 0.14 (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

Very weak diversification

The correlation between Morgan Stanley Institutional and DJI is 0.59 (i.e., Very weak 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 median.

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	TEMUX	Emerging Markets Equity	Pair Corr
0.77	MLMAX	Global E Portfolio	Pair Corr
0.78	MLMCX	Global E Portfolio	Pair Corr
0.91	MLNSX	Global Centrated Por	Pair Corr
0.82	MLMIX	Global E Portfolio	Pair Corr
0.82	MLMSX	Global E Portfolio	Pair Corr
0.91	MLNCX	Global Centrated Por	Pair Corr
0.85	MLNAX	Global Centrated Por	Pair Corr
0.91	MLNIX	Global Centrated Por	Pair Corr
0.75	TIEUX	International Equity	Pair Corr
0.77	MPBAX	Global Strategist	Pair Corr
0.65	MPFDX	Corporate Bond Portfolio	Pair Corr
0.69	MRHYX	Msift High Yield	Pair Corr
0.82	MAIJX	Morgan Stanley Insti	Pair Corr
0.82	MAIHX	Morgan Stanley Insti	Pair Corr
0.92	MSBQX	Morgan Stanley Insti	Pair Corr
0.89	MSBVX	Morgan Stanley Insti	Pair Corr
0.82	MSAAX	Active International	Pair Corr
0.82	MSACX	Active International	Pair Corr
0.77	MSALX	International Advantage	Pair Corr

Moving against Morgan Mutual Fund

0.73	MMKBX	Emerging Markets Por	Pair Corr
0.73	MMMPX	Msif Emerging Markets	Pair Corr
0.73	MRGEX	Msif Emerging Markets	Pair Corr
0.73	MSELX	Emerging Markets Por	Pair Corr
0.71	MSECX	Msif Intl Equity	Pair Corr

Related Correlations Analysis

	BBINX	TBGAX	TIMTX	OKMUX	PRVBX	PRINX	TFBIX
BBINX		0.94	0.98	0.93	0.61	0.8	0.95	BBINX
TBGAX	0.94		0.92	0.88	0.49	0.9	0.98	TBGAX
TIMTX	0.98	0.92		0.95	0.61	0.75	0.93	TIMTX
OKMUX	0.93	0.88	0.95		0.45	0.75	0.89	OKMUX
PRVBX	0.61	0.49	0.61	0.45		0.24	0.5	PRVBX
PRINX	0.8	0.9	0.75	0.75	0.24		0.91	PRINX
TFBIX	0.95	0.98	0.93	0.89	0.5	0.91		TFBIX
	BBINX	TBGAX	TIMTX	OKMUX	PRVBX	PRINX	TFBIX

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
BBINX	0.05	0.01	(0.72)	0.97	(0.13)	0.19	(0.10)	0.48
TBGAX	0.08	0.01	(0.56)	1.01	(0.13)	0.19	(0.09)	0.74
TIMTX	0.07	0.02	(0.57)	14.11	(0.12)	0.19	(0.09)	0.56
OKMUX	0.06	0.02	0.00	(12.01)	0.00	0.28	(0.09)	0.48
PRVBX	0.07	0.00	(0.94)	0.03	(0.07)	0.15	(0.14)	0.36
PRINX	0.07	0.01	(0.58)	1.56	(0.13)	0.18	(0.09)	0.71
TFBIX	0.07	0.01	(0.58)	(2.65)	(0.13)	0.20	(0.10)	0.60

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