Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICB (Morgan Stanley Income Securities Inc) | NA | 37.72% | 71.67% | 40.76% | 22.54% | 17.03% | 13.45% | … | … |
Data as of 04/22/2021, Common starting date is 07/01/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICB (Morgan Stanley Income Securities Inc) | 07/01/1985 | 04/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.50 | 37.72 | 71.67 | 40.76 | 22.54 | 17.03 | 13.45 | … | … | -4.66 | 28.81 | -33.99 | 533.24 | 3.15 | 10.83 | 0.23 | 11.14 | -4.95 | 12.30 | 7.57 | 7.69 | 18.73 | 1.06 | 1.38 | 7.95 | 4.32 | 4.71 | 15.22 | -1.64 | -0.41 | 33.56 | -6.62 | 25.40 | 33.19 | 13.53 | 30.19 | 2.25 | 19.62 | 17.65 | 62.50 | 15.25 | 47.50 | 122.22 | 33.33 | 80.00 | 36.36 |
| Sharpe Ratio | NA | 0.80 | 0.43 | 0.37 | 0.32 | NA | NA | … | … | -0.31 | 0.49 | -0.58 | 2.28 | 0.47 | 1.41 | 0.03 | 2.42 | -0.72 | 1.30 | 0.59 | 0.57 | 0.88 | 0.00 | -0.14 | 0.42 | 0.22 | 0.38 | 1.48 | -0.24 | -0.20 | 2.68 | -0.83 | 2.25 | -2.06 | 0.83 | 1.73 | -0.04 | 1.01 | 0.95 | 3.15 | 0.52 | 2.16 | 3.93 | 0.84 | 2.11 | 1.85 |
| Standard Deviation(%) | NA | 47.13 | 162.78 | 107.79 | 69.72 | NA | NA | … | … | 46.50 | 57.43 | 61.06 | 237.11 | 5.38 | 7.51 | 7.42 | 4.60 | 6.92 | 9.47 | 12.78 | 13.39 | 21.15 | 37.51 | 11.53 | 11.18 | 9.64 | 9.78 | 9.82 | 11.19 | 13.69 | 11.00 | 11.84 | 9.81 | 10.67 | 11.91 | 15.22 | 19.48 | 17.34 | 15.86 | 18.58 | 19.13 | 19.37 | 29.71 | 34.62 | 35.68 | 43.77 |
| Draw Down(%) | NA | 29.52 | 55.34 | 55.34 | 55.34 | NA | NA | … | … | 29.52 | 22.60 | 42.03 | 26.75 | 2.39 | 6.99 | 7.00 | 2.92 | 11.45 | 5.84 | 8.36 | 11.93 | 15.45 | 42.36 | 11.45 | 6.58 | 8.00 | 10.82 | 9.02 | 13.82 | 12.83 | 5.99 | 12.42 | 5.60 | 3.12 | 12.61 | 5.85 | 11.95 | 13.33 | 14.63 | 5.43 | 11.81 | 7.08 | 7.89 | 14.71 | 5.88 | 8.33 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.80 | 2.94 | 4.09 | 4.06 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.84 | 4.37 | 6.16 | 4.29 | 4.00 | 4.54 | 4.81 | 6.15 | 6.79 | 6.00 | 5.86 | 5.53 | 5.63 | 6.48 | 6.26 | 6.69 | 7.50 | 9.19 | 8.03 | 9.22 | 10.92 | 10.58 | 14.23 | 13.84 | 12.56 | 16.70 | 21.95 | 23.40 | 27.10 | 65.02 | 31.07 | 41.51 | 23.70 |
Data as of 04/22/2021, Common starting date is 07/01/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICB (Morgan Stanley Income Securities Inc) |
-2.55%
Sep 2005 – Sep 2008 |
0.80%
Oct 2003 – Oct 2008 |
4.07%
Oct 1998 – Oct 2008 |
4.91%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICB (Morgan Stanley Income Securities Inc) |
113.47%
Jun 2015 – Jun 2018 |
64.38%
Sep 1985 – Sep 1990 |
41.60%
Sep 1985 – Sep 1995 |
33.15%
Sep 1985 – Sep 2000 |
Annualized Rolling Returns Comparison Chart