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IVQAX: Morgan Stanley Intl Value Equity A (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/22/2001 |
Last Dividend Date: | 12/22/2011 |
12-Mo. Yield | 1.56% |
Expenses | 1.47% |
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Performance Analytics (As of 12/13/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/22/2001 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 12.5 | 2.5 | -3.0 | 6.9 | 4.6 | 10.2 | -8.3 | 5.9 | 21.6 | -33.8 | 9.5 | 21.9 | 5.9 | 19.0 | 31.8 | -5.4 | -6.7 |
Sharpe Ratio | NA | 0.79 | 0.11 | -0.13 | 0.28 | 0.17 | 0.68 | -0.31 | 0.3 | 0.88 | -0.92 | 0.43 | 1.4 | 0.38 | 1.45 | 2.18 | -0.33 | -0.89 |
Draw Down(%) | NA | 14.3 | 23.5 | 50.7 | 51.9 | 51.9 | 14.3 | 23.5 | 17.5 | 26.1 | 47.9 | 11.3 | 13.0 | 6.1 | 7.6 | 16.3 | 20.0 | 18.1 |
Standard Deviation(%) | NA | 15.9 | 21.4 | 26.2 | 20.8 | 20.3 | 15.7 | 27.0 | 19.7 | 24.4 | 37.7 | 15.0 | 13.3 | 9.9 | 12.5 | 14.3 | 19.7 | 14.4 |
Treynor Ratio | NA | 0.14 | 0.03 | -0.04 | 0.07 | 0.04 | 0.12 | -0.09 | 0.07 | 0.26 | -0.39 | 0.08 | 0.2 | 0.04 | 0.24 | 0.34 | -0.07 | -0.18 |
Alpha | NA | -0.02 | -0.02 | -0.03 | -0.03 | -0.01 | -0.01 | 0.02 | -0.01 | -0.01 | 0.02 | 0.0 | 0.0 | -0.03 | 0.02 | 0.0 | 0.04 | 0.03 |
Beta | NA | 0.87 | 0.93 | 0.89 | 0.88 | 0.88 | 0.86 | 0.97 | 0.89 | 0.81 | 0.89 | 0.8 | 0.92 | 0.9 | 0.77 | 0.92 | 0.96 | 0.72 |
RSquared | NA | 0.87 | 0.93 | 0.93 | 0.9 | 0.9 | 0.86 | 0.96 | 0.93 | 0.92 | 0.94 | 0.8 | 0.85 | 0.86 | 0.7 | 0.82 | 0.93 | 0.73 |
Yield(%) | N/A | 1.6 | 1.9 | 5.4 | 9.3 | N/A | 0.0 | 1.4 | 1.8 | 2.9 | 8.4 | 18.2 | 16.0 | 8.3 | 7.8 | 1.6 | 0.7 | 0.9 |
Dividend Growth(%) | N/A | -21.7 | -91.4 | -8.4 | N/A | N/A | -100.0 | -20.0 | -25.0 | -80.0 | -58.7 | 17.5 | 94.3 | 17.8 | 542.9 | 100.0 | -22.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/22/2001
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