Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IVQAX (Morgan Stanley Intl Value Equity A) | NA | 12.50% | 2.36% | -3.03% | 6.91% | NA | NA | 4.87% |
Data as of 12/13/2012, AR inception is 05/22/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVQAX (Morgan Stanley Intl Value Equity A) | 05/22/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.50 | 2.36 | -3.03 | 6.91 | NA | NA | 4.87 | 10.18 | -8.25 | 5.92 | 21.58 | -33.81 | 9.46 | 21.92 | 5.92 | 19.05 | 31.83 | -5.41 | -6.65 |
| Sharpe Ratio | NA | 0.79 | 0.11 | -0.13 | 0.28 | NA | NA | 0.17 | 0.68 | -0.31 | 0.30 | 0.88 | -0.92 | 0.43 | 1.40 | 0.38 | 1.45 | 2.18 | -0.33 | -0.89 |
| Standard Deviation(%) | NA | 15.85 | 21.37 | 26.20 | 20.84 | NA | NA | 20.30 | 15.67 | 27.04 | 19.69 | 24.36 | 37.70 | 15.02 | 13.34 | 9.94 | 12.50 | 14.28 | 19.72 | 14.36 |
| Draw Down(%) | NA | 14.25 | 23.53 | 50.68 | 51.92 | NA | NA | 51.92 | 14.25 | 23.53 | 17.52 | 26.14 | 47.94 | 11.31 | 12.96 | 6.12 | 7.65 | 16.32 | 20.04 | 18.14 |
| Yield(%) | 0.00 | 1.56 | 1.89 | 5.36 | 9.29 | 5.37 | 4.02 | 7.32 | 0.00 | 1.40 | 1.83 | 2.87 | 8.33 | 18.20 | 16.03 | 8.32 | 7.80 | 1.60 | 0.73 | 0.88 |
Data as of 12/13/2012, AR inception is 05/22/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVQAX (Morgan Stanley Intl Value Equity A) |
-11.31%
Feb 2006 - Feb 2009 |
-4.90%
May 2007 - May 2012 |
4.27%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVQAX (Morgan Stanley Intl Value Equity A) |
25.25%
Mar 2003 - Mar 2006 |
18.88%
Sep 2002 - Sep 2007 |
7.53%
Sep 2002 - Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart