Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPSFX (Morgan Stanley Inst Core Fixed Inc) | NA | -0.11% | 1.90% | 2.19% | 2.60% | 3.41% | 4.33% | … | … |
Data as of 12/12/2016, Common starting date is 12/30/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPSFX (Morgan Stanley Inst Core Fixed Inc) | 12/30/1987 | 12/12/2016 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.11 | 1.90 | 2.19 | 2.60 | 3.41 | 4.33 | … | … | 0.42 | -0.63 | 5.94 | -1.64 | 6.84 | 6.56 | 5.89 | 10.33 | -11.19 | 5.73 | 3.51 | 4.35 | 4.58 | 4.08 | 8.08 | 10.58 | 10.51 | -1.63 | 7.22 | 9.62 | 3.87 | 18.42 | -3.98 | 5.10 | 4.07 | 19.62 | 7.14 | 10.25 | 7.79 | -0.21 |
| Sharpe Ratio | NA | -0.63 | 0.71 | 0.79 | 0.55 | NA | NA | … | … | 0.28 | -0.18 | 2.65 | -0.55 | 2.60 | 1.70 | 1.40 | 2.17 | -1.74 | 0.83 | 0.09 | 0.88 | 1.26 | 1.29 | 2.34 | 2.26 | 1.54 | -1.05 | 1.03 | -13.15 | 0.07 | 3.40 | -1.37 | 0.33 | 0.23 | 2.83 | 0.24 | 1.02 | 0.92 | NA |
| Standard Deviation(%) | NA | 1.13 | 2.57 | 2.70 | 3.88 | NA | NA | … | … | 0.87 | 3.71 | 2.24 | 3.04 | 2.63 | 3.84 | 4.16 | 4.73 | 6.95 | 3.26 | 2.43 | 2.47 | 2.89 | 2.62 | 2.99 | 3.72 | 4.19 | 4.64 | 3.79 | 3.45 | 5.32 | 4.29 | 5.06 | 9.05 | 7.14 | 5.58 | 7.72 | 4.46 | 3.37 | 0.00 |
| Draw Down(%) | NA | 1.03 | 2.92 | 5.18 | 16.91 | NA | NA | … | … | 0.72 | 2.92 | 1.07 | 5.18 | 1.27 | 1.58 | 3.31 | 1.56 | 16.91 | 1.96 | 1.76 | 1.71 | 2.76 | 2.26 | 1.79 | 1.95 | 3.56 | 5.33 | 3.50 | 2.16 | 4.48 | 2.11 | 6.21 | 9.01 | 4.93 | 1.94 | 4.33 | 2.60 | 2.04 | 0.21 |
| Yield(%) | 0.00 | 2.42 | 3.02 | 3.06 | 3.42 | 4.04 | 4.71 | … | … | 0.00 | 4.71 | 3.46 | 3.09 | 3.19 | 3.30 | 2.46 | 4.31 | 5.91 | 4.85 | 4.88 | 5.84 | 5.88 | 4.32 | 6.59 | 6.33 | 6.68 | 5.58 | 7.41 | 8.46 | 5.23 | 4.02 | 4.62 | 8.79 | 7.36 | 10.02 | 8.45 | 8.07 | 7.00 | 1.97 |
Data as of 12/12/2016, Common starting date is 12/30/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPSFX (Morgan Stanley Inst Core Fixed Inc) |
-1.87%
Oct 2005 – Oct 2008 |
0.59%
Oct 2003 – Oct 2008 |
2.61%
Nov 2006 – Nov 2016 |
3.37%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPSFX (Morgan Stanley Inst Core Fixed Inc) |
14.55%
Aug 1990 – Aug 1993 |
11.34%
Aug 1988 – Aug 1993 |
8.00%
Sep 1988 – Sep 1998 |
7.60%
May 1988 – May 2003 |
Annualized Rolling Returns Comparison Chart