Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSCI (MSCI Inc.) | 8.09% | 10.63% | 9.93% | 6.97% | 24.40% | 21.87% | NA | … | … |
Data as of 06/05/2026, Common starting date is 11/16/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSCI (MSCI Inc.) | 11/16/2007 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.52 | 10.63 | 9.93 | 6.97 | 24.40 | 21.87 | NA | … | … | 8.09 | -3.17 | 7.31 | 22.90 | -23.34 | 38.14 | 74.39 | 77.17 | 17.93 | 62.60 | 10.61 | 54.00 | 8.96 | 41.08 | -5.89 | -15.48 | 22.52 | 79.05 | -53.75 | 53.85 |
| Sharpe Ratio | NA | 0.37 | 0.29 | 0.16 | 0.73 | NA | NA | … | … | 0.84 | -0.22 | 0.13 | 0.67 | -0.63 | 1.41 | 1.42 | 2.91 | 0.64 | 3.25 | 0.52 | 2.43 | 0.44 | 2.33 | -0.15 | -0.43 | 0.69 | 1.57 | -0.76 | 73.85 |
| Standard Deviation(%) | NA | 28.46 | 27.29 | 30.82 | 31.19 | NA | NA | … | … | 31.25 | 27.85 | 27.52 | 29.02 | 39.67 | 27.11 | 51.96 | 26.01 | 26.11 | 19.18 | 19.84 | 22.20 | 20.26 | 17.63 | 40.32 | 36.48 | 32.64 | 50.22 | 72.26 | 55.82 |
| Draw Down(%) | NA | 18.07 | 25.99 | 43.74 | 43.74 | NA | NA | … | … | 18.07 | 19.13 | 25.99 | 19.19 | 38.01 | 14.20 | 32.21 | 14.85 | 25.58 | 4.96 | 14.11 | 14.93 | 13.49 | 8.51 | 32.32 | 29.66 | 28.27 | 29.22 | 69.06 | 4.67 |
| Yield(%) | 0.00 | 1.37 | 1.42 | 1.29 | 5.26 | 7.76 | 8.43 | … | … | 0.73 | 1.21 | 1.15 | 1.20 | 0.77 | 0.83 | 1.10 | 1.71 | 1.50 | 1.68 | 1.42 | 1.68 | 0.42 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2026, Common starting date is 11/16/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSCI (MSCI Inc.) |
-3.95%
Oct 2009 – Oct 2012 |
-4.20%
Dec 2007 – Dec 2012 |
13.14%
Dec 2007 – Dec 2017 |
18.80%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSCI (MSCI Inc.) |
65.72%
Oct 2018 – Oct 2021 |
54.28%
Oct 2016 – Oct 2021 |
36.04%
Sep 2011 – Sep 2021 |
27.77%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart