Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSIDX (STRATEGIC INCOME PORTFOLIO CLASS I) | NA | -2.74% | -4.89% | -1.19% | NA | NA | NA | … | … |
Data as of 04/22/2022, Common starting date is 01/12/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSIDX (STRATEGIC INCOME PORTFOLIO CLASS I) | 01/12/2015 | 04/22/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.74 | -4.89 | -1.19 | NA | NA | NA | … | … | -3.47 | -16.99 | 2.78 | 1.35 | 5.92 | 7.18 | 3.92 | -0.61 |
| Sharpe Ratio | NA | -2.06 | -0.45 | -0.20 | NA | NA | NA | … | … | -6.15 | -0.89 | 0.36 | -0.04 | 0.47 | 4.45 | 1.24 | -0.27 |
| Standard Deviation(%) | NA | 1.38 | 11.79 | 9.19 | NA | NA | NA | … | … | 1.81 | 19.13 | 7.14 | 1.82 | 9.68 | 1.48 | 2.97 | 2.39 |
| Draw Down(%) | NA | 4.02 | 18.95 | 18.95 | NA | NA | NA | … | … | 3.47 | 17.35 | 17.14 | 2.11 | 4.08 | 0.50 | 4.49 | 2.96 |
| Yield(%) | 0.00 | 1.78 | 2.55 | 3.10 | 2.14 | 1.43 | 1.07 | … | … | 0.35 | 2.08 | 3.22 | 2.56 | 5.35 | 2.20 | 2.09 | 3.50 |
Data as of 04/22/2022, Common starting date is 01/12/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIDX (STRATEGIC INCOME PORTFOLIO CLASS I) |
-4.66%
Mar 2019 – Mar 2022 |
-1.12%
Mar 2017 – Mar 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIDX (STRATEGIC INCOME PORTFOLIO CLASS I) |
5.84%
Feb 2016 – Feb 2019 |
4.24%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart