Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSMAX (STRATEGIC INCOME MODERATE SERIES CLASS I) | NA | -10.79% | -0.09% | 0.81% | 2.50% | 1.66% | 1.24% | … | … |
Data as of 11/20/2019, Common starting date is 07/08/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSMAX (STRATEGIC INCOME MODERATE SERIES CLASS I) | 07/08/1998 | 11/20/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -20.56 | -10.79 | -0.09 | 0.81 | 2.50 | 1.66 | 1.24 | … | … | -9.25 | -2.08 | 10.66 | 7.02 | -0.75 | 6.90 | 11.73 | -6.31 | 21.00 | -40.81 | -3.48 | 6.31 | 3.02 | 9.02 | 41.40 | -28.92 | -18.76 | -19.50 | 106.01 | -4.81 |
| Sharpe Ratio | NA | -0.52 | -0.08 | 0.01 | 0.03 | NA | NA | … | … | -0.48 | -0.51 | 3.00 | 0.93 | -0.11 | 1.43 | 1.81 | -0.13 | 0.76 | -1.09 | -0.32 | 0.17 | 0.05 | 0.46 | 1.97 | -1.14 | -0.65 | -0.49 | 3.98 | -0.48 |
| Standard Deviation(%) | NA | 23.47 | 14.13 | 11.85 | 10.88 | NA | NA | … | … | 24.63 | 6.64 | 3.36 | 7.30 | 6.93 | 4.82 | 6.45 | 15.81 | 27.41 | 38.12 | 20.09 | 17.51 | 17.75 | 17.52 | 20.63 | 26.27 | 32.93 | 48.48 | 25.81 | 26.53 |
| Draw Down(%) | NA | 20.84 | 20.84 | 20.84 | 20.84 | NA | NA | … | … | 20.84 | 6.92 | 1.28 | 5.58 | 6.90 | 3.96 | 6.49 | 9.61 | 24.11 | 51.18 | 15.82 | 17.41 | 13.94 | 19.18 | 14.01 | 38.14 | 37.64 | 50.99 | 12.98 | 33.60 |
| Yield(%) | 0.00 | 3.89 | 5.48 | 4.88 | 3.76 | 2.51 | 1.88 | … | … | 1.02 | 8.52 | 4.21 | 4.18 | 4.10 | 6.55 | 4.31 | 2.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/20/2019, Common starting date is 07/08/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMAX (STRATEGIC INCOME MODERATE SERIES CLASS I) |
3.47%
Jun 2014 – Jun 2017 |
4.23%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMAX (STRATEGIC INCOME MODERATE SERIES CLASS I) |
8.19%
Oct 2016 – Oct 2019 |
7.02%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart