Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MGEIX (Morgan Stanley Inst Opportunity I) | NA | 28.32% | 21.16% | 14.34% | NA | NA | NA | 20.66% |
Data as of 01/14/2016, AR inception is 05/24/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGEIX (Morgan Stanley Inst Opportunity I) | 05/24/2010 | 01/14/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.32 | 21.16 | 14.34 | NA | NA | NA | 20.66 | 0.00 | 17.27 | 0.88 | 29.42 | 9.43 | -0.46 | 26.08 |
| Sharpe Ratio | NA | 1.14 | 0.78 | 0.53 | NA | NA | NA | 0.76 | 0.00 | 1.00 | 0.05 | 1.81 | 0.65 | -0.02 | 2.42 |
| Standard Deviation(%) | NA | 17.17 | 17.21 | 18.59 | NA | NA | NA | 18.37 | NA | 17.21 | 17.41 | 16.20 | 14.48 | 24.49 | 19.00 |
| Draw Down(%) | NA | 11.28 | 13.51 | 18.64 | NA | NA | NA | 18.64 | 0.00 | 11.28 | 12.83 | 8.86 | 14.50 | 18.64 | 8.08 |
| Yield(%) | 0.00 | 8.52 | 8.62 | 5.68 | 3.72 | 2.48 | 1.86 | 7.44 | 0.00 | 8.36 | 2.07 | 13.21 | 0.00 | 0.00 | 0.00 |
Data as of 01/14/2016, AR inception is 05/24/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGEIX (Morgan Stanley Inst Opportunity I) |
9.73%
Apr 2011 - Apr 2014 |
14.38%
Sep 2010 - Sep 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGEIX (Morgan Stanley Inst Opportunity I) |
23.78%
Oct 2012 - Oct 2015 |
18.09%
Jun 2010 - Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart