Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSJLX (SHORT DURATION INCOME PORTFOLIO CLASS L) | NA | 5.28% | 0.72% | 45.78% | 22.20% | NA | NA | … | … |
Data as of 09/03/2024, Common starting date is 05/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSJLX (SHORT DURATION 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 | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.28 | 0.72 | 45.78 | 22.20 | NA | NA | … | … | 2.13 | 5.67 | -4.64 | -0.47 | 539.27 | 3.67 | 1.46 | 1.41 | 7.68 | -0.70 | 0.54 | 0.87 | 1.24 |
| Sharpe Ratio | NA | 0.00 | -0.01 | 0.31 | 0.21 | NA | NA | … | … | 0.00 | 0.55 | -2.75 | -0.54 | 2.93 | 2.09 | 0.22 | 1.05 | 2.05 | -0.67 | 0.61 | 0.95 | 2.14 |
| Standard Deviation(%) | NA | 259.28 | 149.61 | 141.72 | 100.20 | NA | NA | … | … | 316.29 | 2.59 | 2.20 | 0.91 | 182.44 | 1.08 | 0.68 | 0.75 | 3.65 | 1.09 | 0.85 | 0.88 | 0.85 |
| Draw Down(%) | NA | 83.91 | 83.91 | 83.91 | 83.91 | NA | NA | … | … | 83.91 | 1.33 | 6.30 | 0.85 | 7.33 | 0.61 | 0.26 | 0.15 | 0.42 | 1.40 | 0.69 | 0.92 | 0.39 |
| Yield(%) | 0.00 | 2.63 | 1.76 | 9.16 | 5.52 | 3.87 | 2.90 | … | … | 1.49 | 2.50 | 1.31 | 0.73 | 8.68 | 2.03 | 1.69 | 1.40 | 1.35 | 0.85 | 0.67 | 0.99 | 0.98 |
Data as of 09/03/2024, Common starting date is 05/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSJLX (SHORT DURATION INCOME PORTFOLIO CLASS L) |
-0.94%
Feb 2020 – Feb 2023 |
1.84%
Feb 2013 – Feb 2018 |
21.33%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSJLX (SHORT DURATION INCOME PORTFOLIO CLASS L) |
88.95%
Feb 2018 – Feb 2021 |
49.10%
Feb 2016 – Feb 2021 |
22.21%
Jul 2014 – Jul 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart