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MPVAX: Morgan Stanley Inst Value P (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/11/1997 |
Last Dividend Date: | 12/03/2010 |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 06/07/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/11/1997 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 29.4 | 6.2 | 3.5 | 4.1 | 5.9 | 6.0 | 16.1 | 38.2 | -36.6 | -2.4 | 16.7 | 4.6 | 17.6 | 34.4 | -22.8 | 4.3 | 23.2 | -3.1 | -2.6 | 18.9 |
Sharpe Ratio | NA | 1.97 | 0.19 | 0.09 | 0.13 | 0.19 | 1.23 | 0.89 | 1.28 | -0.91 | -0.36 | 1.51 | 0.27 | 1.57 | 1.95 | -0.91 | 0.1 | 0.93 | -0.42 | -0.35 | 1.3 |
Draw Down(%) | NA | 8.0 | 48.8 | 58.8 | 58.8 | 58.8 | 6.7 | 15.3 | 30.1 | 48.7 | 12.5 | 5.8 | 5.6 | 7.5 | 14.9 | 39.0 | 21.9 | 14.4 | 22.2 | 28.5 | 9.0 |
Standard Deviation(%) | NA | 14.8 | 30.9 | 26.0 | 22.1 | 20.4 | 11.7 | 17.9 | 29.9 | 41.3 | 15.1 | 8.9 | 9.1 | 10.7 | 17.3 | 26.3 | 19.2 | 20.5 | 14.8 | 16.9 | 13.8 |
Treynor Ratio | NA | 0.31 | 0.06 | 0.03 | 0.03 | 0.04 | 0.17 | 0.16 | 0.42 | -0.4 | -0.06 | 0.15 | 0.03 | 0.17 | 0.34 | -0.26 | 0.02 | 0.23 | -0.08 | -0.07 | 0.25 |
Alpha | NA | 0.01 | -0.01 | -0.03 | -0.02 | -0.01 | 0.03 | 0.01 | 0.06 | -0.02 | -0.01 | -0.01 | -0.01 | 0.01 | 0.01 | -0.02 | 0.06 | 0.06 | -0.05 | -0.06 | 0.01 |
Beta | NA | 0.95 | 0.94 | 0.93 | 0.94 | 0.9 | 0.83 | 0.98 | 0.92 | 0.93 | 0.87 | 0.88 | 0.81 | 0.96 | 0.99 | 0.92 | 0.89 | 0.83 | 0.77 | 0.82 | 0.72 |
RSquared | NA | 0.92 | 0.96 | 0.95 | 0.94 | 0.9 | 0.8 | 0.98 | 0.93 | 0.97 | 0.95 | 0.86 | 0.87 | 0.92 | 0.94 | 0.93 | 0.88 | 0.6 | 0.77 | 0.87 | 0.81 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/11/1997
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