Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSIEX (EMERGING MARKETS DOMESTIC DEBT PORTFOLIO CLASS I) | NA | -21.63% | -10.49% | -5.51% | 1.55% | 5.61% | -1.23% | -1.31% |
Data as of 10/08/2015, AR inception is 01/31/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSIEX (EMERGING MARKETS DOMESTIC DEBT PORTFOLIO CLASS I) | 01/31/1994 | 10/08/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -21.63 | -10.49 | -5.51 | 1.55 | 5.61 | -1.23 | -1.31 | -15.77 | -6.79 | -15.42 | 13.18 | -9.73 | 2.39 | 22.23 | -13.79 | -3.84 | 3.27 | 6.32 | 3.12 | 20.07 | -0.34 | 2.43 | -4.00 | 14.94 | -54.69 | -23.61 | -12.22 | -0.69 | -13.50 |
| Sharpe Ratio | NA | -4.56 | -3.64 | -2.87 | -2.08 | NA | NA | -1.01 | -4.35 | -3.42 | -3.68 | -0.66 | -2.56 | -1.22 | 0.29 | -2.05 | -2.46 | -2.29 | -1.91 | -1.73 | 0.08 | -1.47 | -1.62 | -4.17 | 2.23 | -0.47 | -1.80 | -0.19 | -1.87 | -0.51 |
| Standard Deviation(%) | NA | 8.80 | 8.26 | 9.70 | 11.00 | NA | NA | 21.74 | 8.73 | 7.40 | 9.22 | 8.22 | 11.02 | 13.33 | 12.60 | 16.24 | 10.54 | 8.35 | 7.71 | 9.55 | 9.67 | 13.70 | 11.82 | 17.41 | 17.92 | 45.90 | 38.81 | 53.54 | 33.49 | 16.68 |
| Draw Down(%) | NA | 22.20 | 35.80 | 39.76 | 39.76 | NA | NA | 81.55 | 17.87 | 14.04 | 18.55 | 9.66 | 14.33 | 13.11 | 12.67 | 29.02 | 12.22 | 6.99 | 5.64 | 11.54 | 7.22 | 12.11 | 8.44 | 17.44 | 11.94 | 57.42 | 38.18 | 41.05 | 29.02 | 22.58 |
| Yield(%) | 0.00 | 0.00 | 1.07 | 3.65 | 5.06 | 7.21 | 1.86 | 1.72 | 0.00 | 0.00 | 3.05 | 3.45 | 6.26 | 10.76 | 1.34 | 3.54 | 8.35 | 7.80 | 6.41 | 7.82 | 8.78 | 11.11 | 8.16 | 16.51 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/08/2015, AR inception is 01/31/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIEX (EMERGING MARKETS DOMESTIC DEBT PORTFOLIO CLASS I) |
-36.90%
Sep 1996 - Sep 1999 |
-22.62%
Feb 1994 - Feb 1999 |
-5.38%
Feb 1994 - Feb 2004 |
-2.47%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIEX (EMERGING MARKETS DOMESTIC DEBT PORTFOLIO CLASS I) |
20.99%
Sep 2002 - Sep 2005 |
16.20%
Jan 1999 - Jan 2004 |
11.77%
Apr 2001 - Apr 2011 |
9.11%
Dec 1998 - Dec 2013 |
Annualized Rolling Returns Comparison Chart