Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IVQDX (Morgan Stanley Intl Value Equity I) | NA | 12.42% | 2.47% | -2.89% | 7.12% | NA | NA | 5.09% |
Data as of 12/13/2012, AR inception is 05/22/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVQDX (Morgan Stanley Intl Value Equity I) | 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 | 12.42 | 2.47 | -2.89 | 7.12 | NA | NA | 5.09 | 10.04 | -8.05 | 6.18 | 21.99 | -33.64 | 9.60 | 22.25 | 6.13 | 19.26 | 31.99 | -5.17 | -6.45 |
| Sharpe Ratio | NA | 0.78 | 0.12 | -0.12 | 0.29 | NA | NA | 0.18 | 0.67 | -0.30 | 0.31 | 0.90 | -0.92 | 0.44 | 1.43 | 0.40 | 1.47 | 2.19 | -0.32 | -0.87 |
| Standard Deviation(%) | NA | 15.93 | 21.37 | 26.15 | 20.80 | NA | NA | 20.27 | 15.76 | 27.08 | 19.61 | 24.31 | 37.59 | 15.03 | 13.36 | 9.90 | 12.45 | 14.26 | 19.66 | 14.31 |
| Draw Down(%) | NA | 14.33 | 23.37 | 50.44 | 51.73 | NA | NA | 51.73 | 14.33 | 23.37 | 17.37 | 26.06 | 47.79 | 11.25 | 12.91 | 6.11 | 7.57 | 16.21 | 19.92 | 18.04 |
| Yield(%) | 0.00 | 1.88 | 2.15 | 5.52 | 9.56 | 5.54 | 4.15 | 7.55 | 0.00 | 1.69 | 2.10 | 3.16 | 8.62 | 18.38 | 16.22 | 8.45 | 7.91 | 1.91 | 0.96 | 0.98 |
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 |
|---|---|---|---|---|
| IVQDX (Morgan Stanley Intl Value Equity I) |
-11.08%
Feb 2006 - Feb 2009 |
-4.67%
May 2007 - May 2012 |
4.52%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVQDX (Morgan Stanley Intl Value Equity I) |
25.57%
Mar 2003 - Mar 2006 |
19.15%
Sep 2002 - Sep 2007 |
7.77%
Sep 2002 - Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart