Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSEMX (EMERGING MARKETS SMALL CAP PORTFOLIO CLASS I) | NA | -54.92% | -22.38% | -13.29% | NA | NA | NA | … | … |
Data as of 09/07/2021, Common starting date is 12/16/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSEMX (EMERGING MARKETS SMALL CAP PORTFOLIO CLASS I) | 12/16/2015 | 09/07/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -54.92 | -22.38 | -13.29 | NA | NA | NA | … | … | -58.99 | 5.80 | 11.91 | -16.18 | 34.29 | -3.19 | 1.78 |
| Sharpe Ratio | NA | -0.59 | -0.40 | -0.31 | NA | NA | NA | … | … | -0.64 | 0.21 | 1.06 | -1.25 | 4.87 | -0.26 | 7.52 |
| Standard Deviation(%) | NA | 95.00 | 57.36 | 44.84 | NA | NA | NA | … | … | 115.09 | 26.57 | 9.86 | 14.01 | 6.94 | 13.18 | 7.44 |
| Draw Down(%) | NA | 62.14 | 62.14 | 62.14 | NA | NA | NA | … | … | 62.14 | 39.08 | 7.77 | 26.44 | 3.02 | 14.46 | 0.79 |
| Yield(%) | 0.00 | 1.92 | 0.83 | 1.76 | 0.98 | 0.65 | 0.49 | … | … | 0.00 | 1.83 | 0.53 | 1.31 | 4.49 | 1.00 | 0.00 |
Data as of 09/07/2021, Common starting date is 12/16/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSEMX (EMERGING MARKETS SMALL CAP PORTFOLIO CLASS I) |
-23.13%
Aug 2018 – Aug 2021 |
-12.93%
Aug 2016 – Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSEMX (EMERGING MARKETS SMALL CAP PORTFOLIO CLASS I) |
8.54%
Dec 2016 – Dec 2019 |
6.68%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart