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MS: Morgan Stanley (STOCK)
Basic Info 93.64 0.99(1.07%) May 03
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/23/1993 |
Last Dividend Date: | 04/29/2024 |
12-Mo. Yield | 3.56% |
Expenses | - |
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Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/23/1993 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.8 | 3.3 | 16.1 | 8.4 | 18.2 | 14.9 | 11.3 | 6.2 | 10.7 | 13.9 | -10.3 | 46.7 | 38.1 | 32.7 | -22.8 | 26.6 | 36.1 | -16.7 | 25.1 | 65.3 | 28.0 | -43.9 | -7.4 | 88.3 | -68.9 | -20.3 | 45.9 | 4.3 | -2.2 | 47.9 | -27.2 | -28.3 | 12.2 | 101.1 | 20.1 | 78.5 | 41.0 | 38.7 | -2.2 | 11.7 |
Sharpe Ratio | NA | 0.26 | 0.49 | 0.22 | 0.47 | 0.45 | NA | NA | 0.2 | 0.38 | -0.36 | 1.79 | 0.66 | 1.34 | -0.88 | 1.25 | 1.1 | -0.65 | 1.16 | 2.32 | 0.72 | -0.74 | -0.22 | 1.11 | -0.55 | -0.64 | 2.13 | 0.1 | -0.13 | 1.47 | -0.59 | -0.53 | 0.14 | 2.07 | 0.3 | 1.94 | 1.43 | 1.31 | -0.19 | 0.33 |
Draw Down(%) | NA | 10.6 | 24.9 | 32.4 | 51.3 | 51.3 | NA | NA | 88.1 | 28.9 | 32.4 | 11.9 | 51.3 | 18.7 | 36.1 | 13.1 | 31.4 | 23.2 | 14.6 | 16.5 | 41.4 | 59.6 | 30.4 | 33.1 | 82.1 | 34.8 | 16.0 | 19.7 | 24.1 | 23.4 | 49.8 | 57.7 | 42.8 | 28.1 | 60.3 | 21.1 | 20.2 | 19.7 | 25.2 | 25.1 |
Standard Deviation(%) | NA | 24.0 | 24.8 | 27.7 | 35.1 | 30.9 | NA | NA | 44.7 | 25.8 | 32.2 | 26.1 | 57.1 | 23.4 | 27.4 | 20.8 | 32.7 | 25.9 | 21.6 | 28.2 | 39.0 | 59.5 | 33.4 | 79.2 | 127.2 | 36.7 | 20.1 | 21.3 | 23.6 | 32.2 | 47.9 | 58.6 | 59.0 | 47.4 | 55.3 | 38.4 | 25.9 | 26.7 | 27.5 | 35.8 |
Treynor Ratio | NA | 0.11 | 0.12 | 0.06 | 0.13 | 0.1 | NA | NA | 0.05 | 0.08 | -0.11 | 0.43 | 0.26 | 0.23 | -0.19 | 0.13 | 0.19 | -0.12 | 0.19 | 0.36 | 0.13 | -0.22 | -0.06 | 0.39 | -0.28 | -0.13 | 0.28 | 0.02 | -0.02 | 0.3 | -0.18 | -0.15 | 0.05 | 0.52 | 0.09 | 0.49 | 0.26 | 0.21 | -0.04 | 0.09 |
Alpha | NA | -0.01 | -0.03 | 0.01 | 0.02 | 0.01 | NA | NA | 0.01 | -0.05 | 0.05 | 0.05 | 0.06 | -0.02 | -0.07 | -0.05 | 0.05 | -0.07 | 0.03 | 0.01 | 0.0 | -0.2 | -0.09 | 0.13 | 0.25 | -0.1 | 0.07 | 0.0 | -0.06 | 0.01 | 0.05 | 0.03 | 0.17 | 0.18 | -0.06 | 0.08 | 0.04 | -0.06 | 0.0 | 0.02 |
Beta | NA | 0.6 | 1.05 | 1.07 | 1.27 | 1.32 | NA | NA | 1.76 | 1.2 | 1.05 | 1.09 | 1.43 | 1.34 | 1.25 | 1.96 | 1.91 | 1.35 | 1.3 | 1.81 | 2.14 | 2.02 | 1.33 | 2.28 | 2.5 | 1.78 | 1.54 | 1.16 | 1.49 | 1.55 | 1.53 | 2.12 | 1.66 | 1.89 | 1.89 | 1.52 | 1.41 | 1.68 | 1.25 | 1.31 |
RSquared | NA | 0.09 | 0.24 | 0.45 | 0.59 | 0.57 | NA | NA | 0.5 | 0.37 | 0.62 | 0.3 | 0.74 | 0.51 | 0.61 | 0.39 | 0.59 | 0.66 | 0.47 | 0.5 | 0.49 | 0.62 | 0.52 | 0.58 | 0.54 | 0.61 | 0.59 | 0.32 | 0.49 | 0.67 | 0.69 | 0.6 | 0.39 | 0.52 | 0.49 | 0.51 | 0.41 | 0.24 | 0.2 | 0.1 |
Yield(%) | N/A | 1.8 | 4.0 | 3.8 | 5.0 | 5.4 | 4.2 | 3.6 | N/A | 3.8 | 3.0 | 3.1 | 2.7 | 3.2 | 2.1 | 2.1 | 2.2 | 1.4 | 1.1 | 1.0 | 1.2 | 0.7 | 0.6 | 2.6 | 2.1 | 18.8 | 1.9 | 1.9 | 1.8 | 2.2 | 1.7 | 1.3 | 1.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -47.9 | 9.0 | 133.0 | 199.3 | -21.0 | -26.6 | N/A | N/A | 10.1 | 41.0 | 50.0 | 7.7 | 18.2 | 22.2 | 28.6 | 27.3 | 57.1 | 75.0 | 0.0 | 0.0 | 0.0 | -54.5 | -59.3 | -93.0 | 1319.4 | 0.0 | 8.0 | 8.7 | 0.0 | 0.0 | 15.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/23/1993
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