Morgan Stanley Diversi.Alpha Plus BH USD/  LU0413863639  /

Fonds
NAV12/2/2016 Chg.-0.0300 Type of yield Investment Focus Investment company
25.4400USD -0.12% reinvestment Alternative Investments Worldwide Morgan Stanley IM 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2009 - - - -0.20 0.37 -0.57 0.45 -0.16 0.16 -0.12 -0.41 -0.16 -
2010 -0.37 2.31 3.59 1.36 -1.35 -0.82 -0.04 0.47 1.02 -0.27 0.62 1.66 +8.40%
2011 -1.18 1.04 -1.33 -0.08 0.12 -2.16 -0.59 -4.08 -0.70 3.49 0.08 2.37 -3.19%
2012 0.59 2.69 1.33 -3.00 2.20 1.70 -0.67 2.28 1.02 -1.20 -2.20 2.32 +7.10%
2013 0.59 -0.18 2.37 2.00 4.02 1.21 1.76 -1.99 0.43 3.11 1.45 -0.60 +14.95%
2014 1.24 1.04 -0.41 -0.34 -1.32 -1.69 -0.45 -1.17 5.92 -2.79 -0.16 -0.83 -1.21%
2015 0.94 -1.18 -1.42 -1.31 -1.60 -2.64 0.10 -0.03 -3.54 -0.61 -0.58 -1.53 -12.68%
2016 0.15 -2.32 0.72 0.97 -2.01 -4.66 -0.04 0.84 -1.81 0.40 0.92 0.83 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 4.80% 4.63% 4.75% 5.60% 7.44%
Sharpe ratio -1.29 -1.43 -1.41 -1.15 0.10
Best month +0.97% +0.92% +0.97% +5.92% +5.92%
Worst month -4.66% -4.66% -4.66% -4.66% -4.66%
Maximum loss -8.44% -5.80% -9.21% -23.57% -23.57%
Outperformance -1.15% - -2.36% +1.13% +4.88%
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Morgan Stanley Diversi.Alpha Plu... reinvestment 30.1400 -6.22% -14.95%
Morgan Stanley Diversi.Alpha Plu... reinvestment 30.1500 -6.19% -14.83%
Morgan Stanley Diversi.Alpha Plu... reinvestment 26.0900 -5.09% -13.70%
Morgan Stanley Diversi.Alpha Plu... reinvestment 25.4000 -8.10% -19.95%
Morgan Stanley Diversi.Alpha Plu... reinvestment 25.4400 -7.02% -18.88%
Morgan Stanley Diversi.Alpha Plu... reinvestment 27.6400 -7.19% -17.52%
Morgan Stanley Diversi.Alpha Plu... reinvestment 29.4500 -6.09% -16.38%

Performance

YTD
  -6.02%
6 Months
  -3.53%
1 Year
  -7.02%
3 Years
  -18.88%
5 Years  
+2.13%
Since start  
+4.26%
Year
2015
  -12.68%
2014
  -1.21%
2013  
+14.95%
2012  
+7.10%
2011
  -3.19%
2010  
+8.40%