Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSFDX (Mlt Strgy Grwt A) | NA | 4.44% | 1.26% | 0.27% | NA | NA | NA | … | … |
Data as of 02/14/2022, Common starting date is 04/02/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSFDX (Mlt Strgy Grwt A) | 04/02/2012 | 02/14/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.44 | 1.26 | 0.27 | NA | NA | NA | … | … | -3.93 | 1.51 | -7.29 | 7.26 | -9.45 | 2.74 | 7.55 | -0.88 | 5.78 | 4.03 | 3.12 |
| Sharpe Ratio | NA | 0.04 | -0.07 | -0.19 | NA | NA | NA | … | … | -2.47 | 0.18 | -0.75 | 1.83 | -2.56 | 0.73 | 1.91 | -0.18 | 1.21 | 0.74 | 1.08 |
| Standard Deviation(%) | NA | 8.89 | 7.95 | 6.57 | NA | NA | NA | … | … | 11.65 | 8.16 | 9.99 | 3.22 | 4.21 | 2.88 | 3.83 | 5.18 | 4.75 | 5.40 | 3.86 |
| Draw Down(%) | NA | 6.04 | 16.33 | 16.33 | NA | NA | NA | … | … | 3.93 | 7.43 | 15.90 | 1.78 | 9.69 | 2.09 | 3.96 | 5.96 | 2.78 | 5.63 | 1.60 |
| Yield(%) | 0.00 | 5.51 | 5.37 | 5.05 | 4.30 | 2.86 | 2.15 | … | … | 0.00 | 6.05 | 5.35 | 6.19 | 5.69 | 5.94 | 6.54 | 5.61 | 2.35 | 0.00 | 0.43 |
Data as of 02/14/2022, Common starting date is 04/02/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSFDX (Mlt Strgy Grwt A) |
-3.16%
Mar 2017 – Mar 2020 |
-0.73%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSFDX (Mlt Strgy Grwt A) |
5.12%
May 2012 – May 2015 |
4.56%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart