Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPMIX (Morgan Stanley Inst US Md Cp Value Inv) | NA | 27.70% | -2.04% | 5.63% | 5.27% | NA | NA | 8.02% |
Data as of 08/03/2010, AR inception is 01/21/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPMIX (Morgan Stanley Inst US Md Cp Value Inv) | 01/21/1998 | 08/03/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 27.70 | -2.04 | 5.63 | 5.27 | NA | NA | 8.02 | 10.47 | 41.26 | -39.84 | 8.22 | 24.35 | 12.42 | 14.64 | 41.70 | -28.64 | -3.58 | 11.81 | 20.38 | 18.05 |
| Sharpe Ratio | NA | 1.57 | -0.09 | 0.15 | 0.16 | NA | NA | 0.26 | 1.08 | 1.36 | -1.00 | 0.35 | 2.08 | 0.99 | 1.19 | 2.28 | -1.09 | -0.25 | 0.31 | 1.18 | 0.79 |
| Standard Deviation(%) | NA | 17.57 | 31.58 | 25.67 | 23.26 | NA | NA | 22.28 | 17.17 | 30.31 | 40.83 | 15.05 | 10.15 | 10.36 | 11.47 | 17.96 | 27.35 | 23.57 | 24.91 | 14.56 | 20.01 |
| Draw Down(%) | NA | 10.89 | 57.46 | 57.68 | 57.68 | NA | NA | 57.68 | 10.89 | 28.36 | 52.87 | 10.10 | 9.75 | 7.13 | 9.56 | 16.70 | 41.43 | 29.16 | 16.03 | 15.24 | 28.64 |
| Yield(%) | 0.00 | 0.90 | 0.71 | 0.85 | 1.90 | 2.99 | 2.24 | 3.74 | 0.00 | 1.06 | 0.81 | 0.75 | 0.62 | 0.70 | 0.33 | 0.11 | 0.00 | 0.00 | 15.18 | 12.75 | 7.19 |
Data as of 08/03/2010, AR inception is 01/21/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPMIX (Morgan Stanley Inst US Md Cp Value Inv) |
-13.72%
Feb 2006 - Feb 2009 |
-3.48%
Feb 2004 - Feb 2009 |
2.23%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPMIX (Morgan Stanley Inst US Md Cp Value Inv) |
27.44%
Mar 2003 - Mar 2006 |
22.35%
Sep 2002 - Sep 2007 |
10.46%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart