Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSACX (ACTIVE INTERNATIONAL ALLOCATION PORTFOLIO CLASS I) | 22.89% | 17.68% | 13.48% | 6.06% | 4.76% | 5.85% | 5.21% | 5.87% |
Data as of 07/18/2025, AR inception is 12/31/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSACX (ACTIVE INTERNATIONAL ALLOCATION PORTFOLIO CLASS I) | 12/31/1992 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | 17.68 | 13.48 | 6.06 | 4.76 | 5.85 | 5.21 | 5.87 | 22.89 | 4.89 | 10.56 | -22.33 | -4.81 | 30.48 | 22.40 | -15.15 | 24.57 | -0.68 | -1.63 | -6.37 | 21.38 | 17.31 | -14.57 | 8.96 | 27.25 | -39.25 | 15.31 | 24.34 | 14.21 | 16.92 | 33.64 | -13.11 | -17.63 | -14.90 | 27.62 | 20.23 | 9.13 | 9.79 | 2.91 | -3.50 | 30.73 | 0.00 |
| Sharpe Ratio | NA | 0.65 | 0.57 | 0.23 | 0.19 | NA | NA | 0.23 | 2.65 | -0.12 | 0.44 | -0.91 | -0.26 | 0.99 | 1.97 | -1.23 | 3.14 | -0.05 | -0.10 | -0.54 | 1.66 | 1.11 | -0.56 | 0.41 | 0.99 | -1.05 | 0.68 | 1.41 | 1.17 | 1.18 | 2.30 | -0.75 | -1.35 | -1.34 | 1.98 | 1.01 | 0.44 | 0.75 | -0.08 | -0.64 | 3.31 | NA |
| Standard Deviation(%) | NA | 16.88 | 16.89 | 18.63 | 18.36 | NA | NA | 17.72 | 16.96 | 14.61 | 14.60 | 26.09 | 18.40 | 30.36 | 10.65 | 13.44 | 7.67 | 18.31 | 16.58 | 11.88 | 12.83 | 15.73 | 26.16 | 21.64 | 27.41 | 38.26 | 18.10 | 15.01 | 10.30 | 13.59 | 14.30 | 18.86 | 14.97 | 14.19 | 12.33 | 16.77 | 12.78 | 8.33 | 11.39 | 10.09 | 8.63 | 0.00 |
| Draw Down(%) | NA | 11.76 | 16.02 | 41.68 | 41.68 | NA | NA | 58.06 | 11.76 | 10.11 | 13.76 | 32.54 | 18.19 | 30.07 | 8.05 | 23.63 | 2.45 | 13.03 | 17.09 | 14.06 | 10.35 | 15.54 | 26.14 | 19.12 | 27.48 | 50.49 | 13.39 | 16.95 | 6.91 | 10.21 | 14.17 | 23.62 | 27.02 | 18.72 | 7.92 | 21.25 | 12.32 | 7.31 | 11.94 | 8.79 | 7.20 | 0.00 |
| Yield(%) | 0.00 | 1.17 | 1.36 | 1.05 | 1.34 | 2.05 | 2.82 | 4.54 | 0.00 | 1.30 | 1.84 | 0.58 | 1.17 | 0.05 | 1.51 | 1.40 | 2.31 | 2.39 | 0.95 | 2.58 | 3.10 | 1.55 | 1.87 | 2.12 | 3.03 | 4.74 | 9.50 | 2.75 | 0.78 | 2.37 | 2.30 | 2.57 | 1.36 | 10.13 | 7.16 | 5.52 | 18.53 | 11.21 | 3.11 | 1.22 | 2.78 | 0.00 |
Data as of 07/18/2025, AR inception is 12/31/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSACX (ACTIVE INTERNATIONAL ALLOCATION PORTFOLIO CLASS I) |
-16.73%
Mar 2000 - Mar 2003 |
-6.47%
May 2007 - May 2012 |
-0.13%
Feb 1999 - Feb 2009 |
0.09%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSACX (ACTIVE INTERNATIONAL ALLOCATION PORTFOLIO CLASS I) |
28.36%
Mar 2003 - Mar 2006 |
22.52%
Oct 2002 - Oct 2007 |
10.09%
Oct 1997 - Oct 2007 |
8.44%
Jan 1993 - Jan 2008 |
Annualized Rolling Returns Comparison Chart