Morgan Stanley Correlations

Mutual Funds . USA . 
Fund . Morgan Stanley Emerging
XMSDX Fund  USD 7.50  0.03  0.40%   
The current 90-days correlation between Morgan Stanley Emerging and Vanguard Total Stock is 0.09 (i.e., Significant 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

Modest diversification

The correlation between Morgan Stanley Emerging and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Morgan Stanley Emerging and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Morgan Stanley Emerging. 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 unemployment.
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

  0.79VTSAX Vanguard Total StockPairCorr
  0.82VFIAX Vanguard 500 IndexPairCorr
  0.8VTSMX Vanguard Total StockPairCorr
  0.82VITSX Vanguard Total StockPairCorr
  0.8VSTSX Vanguard Total StockPairCorr
  0.8VSMPX Vanguard Total StockPairCorr
  0.81VFINX Vanguard 500 IndexPairCorr
  0.8VFFSX Vanguard 500 IndexPairCorr
  0.83VGTSX Vanguard Total InterPairCorr
  0.83VTIAX Vanguard Total InterPairCorr
  0.72NHS Neuberger Berman HighPairCorr
  0.81BDHIX Blackrock High IncomePairCorr
  0.81FCAGX Fidelity Small CapPairCorr
  0.76XUTFX Cohen Steers InfrastPairCorr
  0.66RCWFX Capital World BondPairCorr
  0.85RCRFX Riverpark Floating RatePairCorr
  0.83OTCYX Oppenheimer CapitalPairCorr
  0.85IRCYX International Small CapPairCorr
  0.8WPSGX Ab Centrated GrowthPairCorr
  0.84RRITX T Rowe PricePairCorr
  0.78QBDSX Quantified Managed IncomePairCorr
  0.85SREAX Prudential Select RealPairCorr
  0.8SMVLX Smead Value Fund Potential GrowthPairCorr
  0.86FASIX Fidelity Asset ManagerPairCorr
  0.75PDSAX Prudential Short DurationPairCorr
  0.79RGPAX Rbc Global OpportunitiesPairCorr
  0.64AREDX Real Estate FundPairCorr
  0.79ABLOX Alger Balanced PortfolioPairCorr
  0.84AEGSX Invesco European GrowthPairCorr
  0.79FLKYPX FlkypxPairCorr
  0.83JAACX Alternative AssetPairCorr
  0.78CAF Morgan Stanley ChinaPairCorr
  0.8MVEIX Monteagle Select ValuePairCorr
  0.8WPOPX Partners Iii OpportunityPairCorr
  0.8PWJAX Prudential JennisonPairCorr
  0.77NAN Nuveen New YorkPairCorr
  0.83JNABX Jpmorgan Smartretirement*PairCorr
  0.82JSIZX Jpmorgan SmartretirementPairCorr

Related Correlations Analysis

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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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VTSAX  0.67  0.26  0.12 (3.44) 0.54 
(0.76)
 2.07 
(1.17)
 5.05 
VFIAX  0.65  0.11  0.11  0.25  0.56 
(0.75)
 2.02 
(1.11)
 4.88 
VTSMX  0.67  0.26  0.13 (2.75) 0.56 
(0.75)
 2.08 
(1.17)
 5.04 
VITSX  0.66  0.12  0.11  0.26  0.55 
(0.75)
 2.07 
(1.17)
 5.05 
VSTSX  0.67  0.26  0.13 (2.76) 0.56 
(0.75)
 2.08 
(1.17)
 5.04 
VSMPX  0.67  0.26  0.13 (2.76) 0.56 
(0.75)
 2.08 
(1.17)
 5.04 
VFINX  0.66  0.12  0.11  0.26  0.54 
(0.77)
 2.02 
(1.11)
 4.88 
VFFSX  0.66  0.25  0.12 (3.24) 0.56 
(0.72)
 2.02 
(1.11)
 4.88 
VGTSX  0.47  0.23  0.14 (4.35) 0.08 
(0.54)
 1.31 
(0.84)
 3.09 
VTIAX  0.47  0.23  0.13 (4.21) 0.00 
(0.54)
 1.35 
(0.86)
 3.10 

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