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MSDLX: GLOBAL STRATEGIST PORTFOLIO CLASS L (MUTUAL FUND)
Basic Info 16.89 0.01(0.06%) May 21
Asset Class: | World Allocation |
MyPlanIQ Rating: | (37%) |
Start Date: | 05/01/2012 |
Last Dividend Date: | 12/12/2022 |
12-Mo. Yield | 0.00% |
Expenses | 0.72% |
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Performance Analytics (As of 05/17/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/01/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.0 | 4.1 | 12.9 | -0.4 | 4.9 | 3.6 | 4.9 | 13.5 | -17.5 | 7.7 | 10.7 | 17.4 | -7.0 | 15.6 | 4.8 | -7.0 | 2.3 | 14.9 | 6.6 |
Sharpe Ratio | NA | 0.95 | 1.16 | -0.28 | 0.24 | 0.23 | 0.39 | 1.1 | -1.29 | 0.95 | 0.5 | 2.47 | -1.04 | 2.57 | 0.48 | -0.75 | 0.34 | 2.11 | 1.17 |
Draw Down(%) | NA | 4.0 | 8.7 | 25.8 | 26.6 | 26.6 | 26.6 | 8.7 | 25.5 | 3.6 | 26.6 | 4.5 | 13.4 | 2.6 | 6.2 | 12.2 | 5.7 | 5.0 | 5.6 |
Standard Deviation(%) | NA | 7.6 | 7.9 | 10.7 | 12.9 | 10.7 | 10.3 | 8.5 | 14.7 | 8.0 | 20.8 | 6.5 | 7.9 | 5.8 | 9.5 | 9.4 | 6.7 | 7.0 | 8.5 |
Treynor Ratio | NA | 0.09 | 0.1 | -0.04 | 0.05 | 0.03 | 0.05 | 0.11 | -0.24 | 0.11 | 0.22 | 0.21 | -0.11 | 0.15 | 0.04 | -0.06 | 0.02 | 0.17 | 0.1 |
Alpha | NA | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | 0.01 | 0.01 | 0.02 | 0.0 | 0.01 | 0.0 | -0.02 | 0.0 | 0.01 | 0.02 |
Beta | NA | 0.84 | 0.88 | 0.8 | 0.66 | 0.74 | 0.76 | 0.88 | 0.79 | 0.7 | 0.47 | 0.75 | 0.79 | 1.02 | 1.09 | 1.11 | 0.95 | 0.86 | 0.97 |
RSquared | NA | 0.91 | 0.89 | 0.71 | 0.39 | 0.48 | 0.52 | 0.8 | 0.67 | 0.63 | 0.16 | 0.46 | 0.7 | 0.47 | 0.93 | 0.92 | 0.9 | 0.84 | 0.88 |
Yield(%) | N/A | 0.0 | 0.0 | 2.4 | 2.3 | 3.3 | N/A | 0.0 | 0.4 | 7.4 | 0.6 | 2.2 | 11.2 | 6.2 | 0.2 | 0.1 | 5.1 | 8.6 | 0.4 |
Dividend Growth(%) | N/A | N/A | -100.0 | -40.9 | -54.6 | N/A | N/A | -100.0 | -95.3 | 1176.6 | -66.2 | -84.1 | 98.3 | 3179.3 | 81.2 | -98.0 | -39.0 | 2424.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/01/2012
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