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MSIEX: Morgan Stanley Inst Emerg Mkts Debt I (MUTUAL FUND)
Basic Info
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/31/1994 |
Last Dividend Date: | 10/02/2013 |
12-Mo. Yield | 0.00% |
Expenses | 0.85% |
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Performance Analytics (As of 09/09/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/31/1994 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -0.2 | -4.3 | 5.6 | -1.2 | -1.3 | -15.8 | -6.8 | -15.4 | 13.2 | -9.7 | 2.4 | 22.2 | -13.8 | -3.8 | 3.3 | 6.3 | 3.1 | 20.1 | -0.3 | 2.4 | -4.0 | 14.9 | -54.7 | -23.6 | -12.2 | -0.7 | -13.5 |
Sharpe Ratio | NA | -4.56 | -3.64 | -2.87 | -2.08 | NA | NA | -1.01 | -4.35 | -3.42 | -3.68 | -0.66 | -2.56 | -1.22 | 0.29 | -2.05 | -2.46 | -2.29 | -1.91 | -1.73 | 0.08 | -1.47 | -1.62 | -4.17 | 2.23 | -0.47 | -1.8 | -0.19 | -1.87 | -0.51 |
Draw Down(%) | NA | 22.2 | 35.8 | 39.8 | 39.8 | NA | NA | 81.5 | 17.9 | 14.0 | 18.5 | 9.7 | 14.3 | 13.1 | 12.7 | 29.0 | 12.2 | 7.0 | 5.6 | 11.5 | 7.2 | 12.1 | 8.4 | 17.4 | 11.9 | 57.4 | 38.2 | 41.0 | 29.0 | 22.6 |
Standard Deviation(%) | NA | 8.8 | 8.3 | 9.7 | 11.0 | NA | NA | 21.7 | 8.7 | 7.4 | 9.2 | 8.2 | 11.0 | 13.3 | 12.6 | 16.2 | 10.5 | 8.4 | 7.7 | 9.6 | 9.7 | 13.7 | 11.8 | 17.4 | 17.9 | 45.9 | 38.8 | 53.5 | 33.5 | 16.7 |
Treynor Ratio | NA | -1.09 | -0.68 | -0.46 | -0.45 | NA | NA | -1.26 | -0.84 | -0.86 | -0.66 | -0.07 | -0.33 | -0.26 | 0.07 | -0.6 | -1.83 | -1.05 | -1.5 | -0.68 | 0.07 | 1.92 | 4.12 | -10.0 | -2.51 | 0.74 | 1.61 | 0.53 | 1.62 | -0.48 |
Alpha | NA | -1.16 | -0.61 | -0.34 | -0.26 | NA | NA | -0.26 | -1.28 | -0.07 | -0.68 | 0.02 | -0.07 | -0.27 | 0.04 | -0.09 | -0.09 | -0.06 | -0.65 | -0.05 | 0.0 | -0.35 | -0.07 | -0.47 | 0.13 | -0.08 | -0.34 | -0.01 | -0.23 | -0.05 |
Beta | NA | 0.37 | 0.44 | 0.61 | 0.51 | NA | NA | 0.17 | 0.45 | 0.29 | 0.52 | 0.78 | 0.86 | 0.63 | 0.53 | 0.55 | 0.14 | 0.18 | 0.1 | 0.24 | 0.11 | -0.1 | -0.05 | 0.07 | -0.16 | -0.29 | -0.44 | -0.19 | -0.39 | 0.18 |
RSquared | NA | 0.12 | 0.14 | 0.21 | 0.16 | NA | NA | 0.01 | 0.19 | 0.05 | 0.17 | 0.3 | 0.37 | 0.21 | 0.23 | 0.18 | 0.01 | 0.03 | 0.01 | 0.08 | 0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.02 | 0.01 |
Yield(%) | N/A | 0.0 | 1.1 | 3.7 | 5.1 | 7.2 | 1.9 | N/A | 0.0 | 0.0 | 3.1 | 3.4 | 6.2 | 10.7 | 1.3 | 3.5 | 8.3 | 7.8 | 6.4 | 7.8 | 8.8 | 11.1 | 8.1 | 16.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -84.4 | -28.7 | 25.9 | N/A | N/A | N/A | N/A | -100.0 | 0.0 | -50.0 | -40.9 | 915.4 | -68.3 | -59.0 | 11.1 | 28.6 | -15.7 | 6.4 | -21.2 | 41.4 | -53.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/31/1994
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