Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IISDX (Morgan Stanley Income I) | NA | -12.06% | -1.04% | 0.58% | 2.52% | NA | NA | 2.72% |
Data as of 05/01/2009, AR inception is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IISDX (Morgan Stanley Income I) | 11/12/1998 | 05/01/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.06 | -1.04 | 0.58 | 2.52 | NA | NA | 2.72 | -2.10 | -11.25 | 5.34 | 4.33 | 2.83 | 4.56 | 4.06 | 6.97 | 7.28 | 6.16 | -0.99 | 1.54 |
| Sharpe Ratio | NA | -1.40 | -0.47 | -0.25 | 0.08 | NA | NA | 0.09 | -0.84 | -1.33 | 0.50 | 0.30 | 0.18 | 0.85 | 0.79 | 1.75 | 0.69 | 0.56 | -1.03 | 2.48 |
| Standard Deviation(%) | NA | 9.04 | 6.67 | 5.74 | 5.29 | NA | NA | 5.21 | 7.59 | 9.10 | 4.67 | 3.48 | 3.77 | 4.24 | 4.28 | 3.36 | 7.28 | 3.80 | 4.08 | 3.74 |
| Draw Down(%) | NA | 17.68 | 19.85 | 19.85 | 19.85 | NA | NA | 19.85 | 5.90 | 19.85 | 2.89 | 2.37 | 3.48 | 5.31 | 5.44 | 1.78 | 4.88 | 4.00 | 3.37 | 1.42 |
| Yield(%) | 0.00 | 4.29 | 4.79 | 4.65 | 4.68 | 3.28 | 2.46 | 4.93 | 0.88 | 5.00 | 4.94 | 4.79 | 4.74 | 4.54 | 3.88 | 4.24 | 5.32 | 6.31 | 5.74 | 1.01 |
Data as of 05/01/2009, AR inception is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IISDX (Morgan Stanley Income I) |
-2.87%
Oct 2005 - Oct 2008 |
-0.20%
Oct 2003 - Oct 2008 |
2.52%
Apr 1999 - Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IISDX (Morgan Stanley Income I) |
8.37%
May 2000 - May 2003 |
6.29%
May 2000 - May 2005 |
2.79%
Dec 1998 - Dec 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart