Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSCPX (Morgan Stanley Inst Intl Small Cap P) | NA | -9.90% | 3.73% | 2.38% | NA | NA | NA | 7.14% |
Data as of 01/30/2015, AR inception is 10/29/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSCPX (Morgan Stanley Inst Intl Small Cap P) | 10/29/2008 | 01/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.23 | -9.90 | 3.73 | 2.38 | NA | NA | NA | 7.14 | -3.25 | -10.04 | 25.32 | 9.74 | -18.56 | 15.41 | 25.39 | 7.20 |
| Sharpe Ratio | NA | -1.05 | 0.29 | 0.14 | NA | NA | NA | 0.35 | -6.41 | -1.02 | 2.26 | 0.57 | -0.72 | 0.77 | 1.12 | 1.26 |
| Standard Deviation(%) | NA | 9.42 | 12.85 | 17.74 | NA | NA | NA | 19.43 | 5.32 | 9.87 | 11.17 | 17.27 | 25.94 | 19.81 | 22.50 | 39.78 |
| Draw Down(%) | NA | 18.67 | 20.54 | 30.66 | NA | NA | NA | 30.66 | 3.33 | 17.40 | 7.11 | 20.54 | 29.74 | 19.94 | 22.16 | 13.73 |
| Yield(%) | 0.00 | 2.03 | 1.90 | 1.22 | 0.82 | 0.54 | 0.41 | 1.36 | 0.00 | 1.99 | 3.15 | 0.00 | 0.00 | 0.34 | 0.00 | 0.00 |
Data as of 01/30/2015, AR inception is 10/29/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSCPX (Morgan Stanley Inst Intl Small Cap P) |
-3.18%
Aug 2009 - Aug 2012 |
3.06%
Dec 2009 - Dec 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSCPX (Morgan Stanley Inst Intl Small Cap P) |
18.24%
Feb 2009 - Feb 2012 |
14.64%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart