Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMODX (Morgan Stanley Focus Growth I) | NA | 32.40% | 11.40% | 22.19% | 9.54% | 4.75% | NA | … | … |
Data as of 05/01/2014, Common starting date is 08/07/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMODX (Morgan Stanley Focus Growth I) | 08/07/1997 | 05/01/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 32.40 | 11.40 | 22.19 | 9.54 | 4.75 | NA | … | … | -4.97 | 49.94 | 14.18 | -5.50 | 27.16 | 73.74 | -52.46 | 23.02 | 0.28 | 14.45 | 8.54 | 19.66 | -22.32 | -26.58 | -9.35 | 47.42 | 32.56 | 4.58 |
| Sharpe Ratio | NA | 2.10 | 0.59 | 1.11 | 0.35 | NA | NA | … | … | -0.80 | 3.64 | 0.91 | -0.22 | 1.27 | 2.33 | -1.11 | 1.01 | -0.20 | 1.01 | 0.59 | 1.26 | -1.26 | -1.78 | -0.58 | 2.29 | 1.59 | 0.39 |
| Standard Deviation(%) | NA | 15.40 | 18.99 | 19.96 | 24.29 | NA | NA | … | … | 17.96 | 13.70 | 15.68 | 24.69 | 21.36 | 31.64 | 47.77 | 19.80 | 15.38 | 12.12 | 12.80 | 15.01 | 18.55 | 16.44 | 23.24 | 19.29 | 18.37 | 21.55 |
| Draw Down(%) | NA | 11.68 | 20.48 | 20.48 | 62.14 | NA | NA | … | … | 11.68 | 4.82 | 14.84 | 20.48 | 14.59 | 19.03 | 61.40 | 11.29 | 16.50 | 8.55 | 12.46 | 10.79 | 26.33 | 34.25 | 26.15 | 11.17 | 19.17 | 11.44 |
| Yield(%) | 0.00 | 12.63 | 4.40 | 5.20 | 2.37 | 2.82 | 3.93 | … | … | 0.00 | 13.29 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.27 | 12.23 | 14.16 | 17.92 | 14.14 |
Data as of 05/01/2014, Common starting date is 08/07/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMODX (Morgan Stanley Focus Growth I) |
-23.26%
Feb 2000 – Feb 2003 |
-9.89%
Feb 2000 – Feb 2005 |
-4.85%
Jan 1999 – Jan 2009 |
4.60%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMODX (Morgan Stanley Focus Growth I) |
35.12%
Feb 2009 – Feb 2012 |
31.52%
Feb 2009 – Feb 2014 |
10.53%
Feb 2004 – Feb 2014 |
6.55%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart