Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LDTRX (Morgan Stanley Limited Dur US Govt Tr) | NA | -0.60% | -0.38% | 0.29% | 1.90% | 2.04% | NA | … | … |
Data as of 01/14/2016, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LDTRX (Morgan Stanley Limited Dur US Govt Tr) | 06/21/1996 | 01/14/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.60 | -0.38 | 0.29 | 1.90 | 2.04 | NA | … | … | 0.23 | -2.45 | -1.21 | -1.83 | -0.75 | 0.00 | 0.11 | 0.32 | 1.09 | 2.00 | -0.22 | -2.16 | -4.35 | -3.21 | 0.00 | 0.40 | 2.05 | -3.66 | 1.51 | 0.50 | 0.81 |
| Sharpe Ratio | NA | -1.94 | -1.87 | -1.26 | -0.47 | NA | NA | … | … | 8.09 | -2.46 | -1.40 | -2.01 | -1.00 | -0.02 | 0.00 | 0.13 | 0.05 | -0.64 | -3.11 | -3.72 | -4.23 | -3.71 | -0.74 | -1.04 | -1.25 | -4.07 | -0.83 | -33.65 | -0.78 |
| Standard Deviation(%) | NA | 0.99 | 0.94 | 0.98 | 2.19 | NA | NA | … | … | 0.80 | 1.01 | 0.87 | 0.93 | 0.81 | 1.25 | 5.11 | 1.72 | 3.13 | 1.62 | 1.14 | 1.17 | 1.25 | 1.05 | 1.49 | 1.88 | 1.59 | 1.69 | 2.20 | 1.62 | 2.48 |
| Draw Down(%) | NA | 2.45 | 5.29 | 6.70 | 10.24 | NA | NA | … | … | 0.00 | 2.45 | 1.32 | 2.05 | 0.96 | 0.86 | 4.71 | 0.96 | 2.02 | 0.77 | 0.99 | 2.38 | 4.45 | 3.21 | 1.50 | 1.00 | 1.23 | 3.75 | 1.85 | 1.71 | 1.11 |
| Yield(%) | 0.00 | 1.31 | 1.33 | 1.47 | 2.20 | 2.71 | 2.35 | … | … | 0.00 | 1.30 | 1.38 | 1.36 | 1.55 | 1.86 | 1.54 | 1.57 | 3.68 | 3.95 | 3.52 | 3.02 | 4.25 | 3.53 | 4.09 | 6.02 | 5.38 | 0.48 | 0.00 | 0.00 | 0.00 |
Data as of 01/14/2016, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDTRX (Morgan Stanley Limited Dur US Govt Tr) |
-0.74%
Nov 1996 – Nov 1999 |
0.23%
Nov 2010 – Nov 2015 |
1.88%
Dec 2005 – Dec 2015 |
2.04%
Dec 2000 – Dec 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDTRX (Morgan Stanley Limited Dur US Govt Tr) |
6.14%
Dec 1999 – Dec 2002 |
3.80%
Oct 2005 – Oct 2010 |
3.64%
Nov 1999 – Nov 2009 |
2.63%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison Chart