Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSIOX (CORE PLUS FIXED INCOME PORTFOLIO CLASS L) | NA | 5.15% | -3.64% | -0.91% | 2.12% | NA | NA | 2.64% |
Data as of 09/03/2024, AR inception is 05/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSIOX (CORE PLUS FIXED INCOME PORTFOLIO CLASS L) | 05/01/2012 | 09/03/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.15 | -3.64 | -0.91 | 2.12 | NA | NA | 2.64 | -0.05 | 6.64 | -15.18 | -0.95 | 7.15 | 9.91 | -1.01 | 5.53 | 11.30 | -0.88 | 7.56 | -0.69 | 5.35 |
| Sharpe Ratio | NA | 0.14 | -1.04 | -0.48 | 0.20 | NA | NA | 0.37 | -1.20 | 0.34 | -2.33 | -0.31 | 1.27 | 2.76 | -0.85 | 1.90 | 2.02 | -0.28 | 3.67 | -0.24 | 3.63 |
| Standard Deviation(%) | NA | 4.93 | 6.14 | 5.53 | 4.63 | NA | NA | 4.32 | 3.26 | 7.09 | 7.14 | 3.11 | 5.45 | 3.08 | 2.75 | 2.59 | 5.49 | 3.23 | 2.06 | 3.00 | 2.24 |
| Draw Down(%) | NA | 4.06 | 19.56 | 19.56 | 19.56 | NA | NA | 19.56 | 2.46 | 6.73 | 18.46 | 3.16 | 9.59 | 2.05 | 3.15 | 1.37 | 3.86 | 2.98 | 0.67 | 5.36 | 0.77 |
| Yield(%) | 0.00 | 2.87 | 2.49 | 2.91 | 3.01 | 2.60 | 1.95 | 3.25 | 0.89 | 4.42 | 2.32 | 1.93 | 4.55 | 3.26 | 2.04 | 2.43 | 2.94 | 3.17 | 2.55 | 3.28 | 3.72 |
Data as of 09/03/2024, AR inception is 05/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIOX (CORE PLUS FIXED INCOME PORTFOLIO CLASS L) |
-5.51%
Oct 2020 - Oct 2023 |
-0.87%
Aug 2019 - Aug 2024 |
1.76%
Oct 2012 - Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIOX (CORE PLUS FIXED INCOME PORTFOLIO CLASS L) |
7.15%
Sep 2013 - Sep 2016 |
6.49%
Dec 2015 - Dec 2020 |
2.86%
Jul 2012 - Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart