Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INLDX (Morgan Stanley International I) | NA | -11.93% | -7.17% | -9.37% | 4.76% | NA | NA | -0.21% |
Data as of 12/13/2012, AR inception is 01/12/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INLDX (Morgan Stanley International I) | 01/12/2000 | 12/13/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.93 | -7.17 | -9.37 | 4.76 | NA | NA | -0.21 | -13.39 | -14.98 | 8.70 | 26.02 | -38.80 | 15.00 | 23.69 | 14.91 | 17.13 | 32.33 | -14.18 | -18.16 | -11.25 |
| Sharpe Ratio | NA | -0.43 | -0.28 | -0.34 | 0.16 | NA | NA | -0.08 | -0.50 | -0.57 | 0.40 | 0.95 | -1.05 | 0.65 | 1.33 | 1.22 | 1.17 | 2.23 | -0.80 | -1.39 | -1.15 |
| Standard Deviation(%) | NA | 27.92 | 25.25 | 28.59 | 22.73 | NA | NA | 21.41 | 28.31 | 26.30 | 21.35 | 27.23 | 37.58 | 18.47 | 15.46 | 10.43 | 13.85 | 14.22 | 19.09 | 15.00 | 13.61 |
| Draw Down(%) | NA | 32.62 | 41.32 | 55.19 | 57.93 | NA | NA | 57.93 | 32.62 | 26.35 | 19.12 | 27.38 | 50.10 | 13.28 | 17.23 | 7.01 | 10.30 | 14.43 | 24.19 | 27.10 | 16.86 |
| Yield(%) | 0.00 | 1.48 | 1.63 | 1.12 | 2.62 | 1.35 | 1.01 | 1.69 | 0.00 | 1.23 | 1.49 | 2.61 | 0.00 | 2.19 | 2.29 | 2.45 | 1.53 | 1.63 | 1.23 | 0.94 | 4.42 |
Data as of 12/13/2012, AR inception is 01/12/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INLDX (Morgan Stanley International I) |
-17.41%
Mar 2000 - Mar 2003 |
-10.78%
May 2007 - May 2012 |
0.78%
Jun 2000 - Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INLDX (Morgan Stanley International I) |
28.32%
Mar 2003 - Mar 2006 |
22.40%
Oct 2002 - Oct 2007 |
5.89%
Jul 2001 - Jul 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart