Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSMEX (MULTI-ASSET PORTFOLIO CLASS C) | NA | -10.62% | -4.71% | -5.02% | NA | NA | NA | … | … |
Data as of 08/06/2020, Common starting date is 05/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSMEX (MULTI-ASSET PORTFOLIO CLASS C) | 05/01/2015 | 08/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.62 | -4.71 | -5.02 | NA | NA | NA | … | … | -11.55 | 1.60 | -1.48 | -1.90 | -3.70 | -8.82 |
| Sharpe Ratio | NA | -1.04 | -0.80 | -0.88 | NA | NA | NA | … | … | -1.45 | 0.03 | -0.58 | -0.65 | -0.73 | -1.93 |
| Standard Deviation(%) | NA | 10.89 | 7.26 | 6.54 | NA | NA | NA | … | … | 13.00 | 6.44 | 4.87 | 3.93 | 5.35 | 6.69 |
| Draw Down(%) | NA | 15.61 | 17.91 | 25.96 | NA | NA | NA | … | … | 15.37 | 5.50 | 5.20 | 5.28 | 7.81 | 9.89 |
| Yield(%) | 0.00 | 1.62 | 1.13 | 0.77 | 0.51 | 0.34 | 0.26 | … | … | 0.00 | 1.60 | 1.86 | 0.00 | 0.91 | 1.47 |
Data as of 08/06/2020, Common starting date is 05/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMEX (MULTI-ASSET PORTFOLIO CLASS C) |
-5.33%
Apr 2017 – Apr 2020 |
-5.01%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMEX (MULTI-ASSET PORTFOLIO CLASS C) |
-0.25%
Jun 2016 – Jun 2019 |
-4.63%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart