Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSEOX (EMERGING MARKETS SMALL CAP PORTFOLIO CLASS A) | NA | -55.37% | -22.81% | -13.72% | 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 |
|---|---|---|
| MSEOX (EMERGING MARKETS SMALL CAP PORTFOLIO CLASS A) | 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 | -55.37 | -22.81 | -13.72 | NA | NA | NA | … | … | -59.35 | 5.44 | 12.18 | -16.75 | 33.78 | -3.57 | 1.78 |
| Sharpe Ratio | NA | -0.58 | -0.40 | -0.32 | NA | NA | NA | … | … | -0.63 | 0.20 | 1.09 | -1.30 | 4.81 | -0.29 | 7.28 |
| Standard Deviation(%) | NA | 96.58 | 58.23 | 45.50 | NA | NA | NA | … | … | 117.02 | 26.54 | 9.88 | 13.94 | 6.92 | 13.16 | 7.69 |
| Draw Down(%) | NA | 62.79 | 62.79 | 62.79 | NA | NA | NA | … | … | 62.79 | 39.08 | 7.85 | 26.82 | 3.02 | 14.50 | 0.79 |
| Yield(%) | 0.00 | 1.60 | 0.60 | 1.56 | 0.87 | 0.58 | 0.43 | … | … | 0.00 | 1.53 | 0.16 | 1.32 | 4.49 | 0.62 | 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 |
|---|---|---|---|---|
| MSEOX (EMERGING MARKETS SMALL CAP PORTFOLIO CLASS A) |
-23.56%
Aug 2018 – Aug 2021 |
-13.36%
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 |
|---|---|---|---|---|
| MSEOX (EMERGING MARKETS SMALL CAP PORTFOLIO CLASS A) |
8.12%
Dec 2016 – Dec 2019 |
6.51%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart