Find A Portfolio/Ticker
Comparison Box
REFDX: Morgan Stanley Real Estate I (MUTUAL FUND)
Basic Info
| Asset Class: | REAL ESTATE |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 12/28/2000 |
| Last Dividend Date: | 06/23/2011 |
| 12-Mo. Yield | 0.42% |
| Expenses | - |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 12/09/2011)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/28/2000 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 0.9 | 22.5 | -3.2 | 10.2 | 9.9 | -2.9 | 31.5 | 31.6 | -39.7 | -15.5 | 38.4 | 17.2 | 38.2 | 38.0 | -0.9 | 8.3 | -1.6 |
| Sharpe Ratio | NA | 0.03 | 0.47 | -0.08 | 0.23 | 0.24 | -0.1 | 1.18 | 0.48 | -0.54 | -0.74 | 2.44 | 0.99 | 2.29 | 3.19 | -0.14 | 0.55 | NA |
| Draw Down(%) | NA | 24.1 | 42.4 | 73.4 | 73.4 | 73.4 | 24.1 | 16.6 | 41.5 | 64.2 | 27.8 | 8.1 | 10.6 | 16.2 | 7.2 | 21.6 | 14.0 | 1.6 |
| Standard Deviation(%) | NA | 30.2 | 47.4 | 50.5 | 38.2 | 35.0 | 30.2 | 26.5 | 65.4 | 74.9 | 25.3 | 14.4 | 15.1 | 16.3 | 11.7 | 14.8 | 11.1 | 0.0 |
| Treynor Ratio | NA | 0.01 | 0.23 | -0.04 | 0.09 | 0.09 | -0.03 | 0.33 | 0.32 | -0.41 | -0.19 | 0.36 | 0.16 | 0.41 | 0.38 | -0.02 | 0.07 | 0.0 |
| Alpha | NA | -0.06 | -0.1 | -0.13 | -0.09 | -0.02 | -0.03 | 0.01 | 0.01 | -0.02 | 0.0 | 0.01 | 0.02 | 0.03 | 0.01 | -0.02 | -0.01 | NA |
| Beta | NA | 0.94 | 0.96 | 0.98 | 0.99 | 0.98 | 0.93 | 0.94 | 0.98 | 1.0 | 0.97 | 0.98 | 0.96 | 0.91 | 0.99 | 0.96 | 0.86 | NA |
| RSquared | NA | 0.86 | 0.97 | 0.97 | 0.95 | 0.98 | 0.88 | 0.99 | 0.99 | 0.99 | 0.97 | 0.97 | 0.98 | 0.98 | 0.95 | 0.93 | 0.66 | 0.0 |
| Yield(%) | N/A | 0.4 | 10.2 | 10.3 | 16.9 | N/A | 0.4 | 2.8 | 3.5 | 16.8 | 31.6 | 24.8 | 31.1 | 11.6 | 5.4 | 5.1 | 8.6 | 0.0 |
| Dividend Growth(%) | N/A | -81.0 | -90.0 | 14.5 | N/A | N/A | -81.0 | 0.7 | -90.8 | -72.1 | 40.4 | -29.0 | 234.2 | 182.2 | 0.0 | -40.9 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/28/2000
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See REAL ESTATE Asset Class Trend Rankings |
Top Rated Funds in REAL ESTATE
Best Mutual Funds
- FRESX (FIDELITY REAL ESTATE INVESTMENT PORTFOLIO FIDELITY REAL ESTATE INVESTMENT PORTFOLIO) (96%)
- FHEIX (FIDELITY ADVISOR REAL ESTATE FUND CLASS I) (91%)
- FRIFX (FIDELITY REAL ESTATE INCOME FUND FIDELITY REAL ESTATE INCOME FUND) (88%)
- FARCX (NUVEEN REAL ESTATE SECURITIES FUND CLASS I) (87%)
- HLRRX (REMS REAL ESTATE VALUE-OPPORTUNITY FUND INSTITUTIONAL SHARES) (87%)
- NBRFX (NEUBERGER BERMAN REAL ESTATE FUND TRUST CLASS) (86%)
- CRARX (VOYA REAL ESTATE FUND CLASS I) (85%)
- CREEX (COLUMBIA REAL ESTATE EQUITY FUND COLUMBIA REAL ESTATE EQUITY FUND CLASS Z) (84%)
- MRESX (AMG MANAGERS CENTERSQUARE REAL ESTATE FUND CLASS N) (84%)
- RRRRX (DEUTSCHE REAL ESTATE SECURITIES FUND INSTITUTIONAL CLASS) (83%)
Best ETFs
- ICF (iShares Cohen & Steers REIT ETF) (96%)
- RWR (SPDR Dow Jones REIT ETF) (95%)
- PSR (Invesco Active U.S. Real Estate Fund) (94%)
- FRI (First Trust S&P REIT Index Fund) (93%)
- REM (iShares Mortgage Real Estate ETF) (92%)
- REZ (iShares Residential and Multisector Real Estate ETF) (91%)
- SCHH (Schwab U.S. REIT ETF) (17%)
- KBWY (Invesco KBW Premium Yield Equity REIT ETF) (16%)
- MORT (VanEck Mortgage REIT Income ETF) (13%)
- ROOF (IQ U.S. Real Estate Small Cap ETF) (13%)
Best Closed End Funds
- RQI (Cohen & Steers Quality Income Realty Fund Inc) (100%)
- RNP (Cohen & Steers REIT & Preferred Income Fund Inc) (99%)
- RFI (Cohen Steers Total Return Realty Closed Fund) (99%)
- NRO (Neuberger Berman RE Securities IF) (98%)
- JRS (Nuveen Real Estate Fund) (97%)
- PGZ (Principal Real Estate Income Closed Fund) (94%)
Latest Articles Related to REFDX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
