Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSMSX (STRATEGIC INCOME MODERATE SERIES CLASS S) | NA | -10.55% | -0.13% | 1.32% | NA | NA | NA | … | … |
Data as of 11/20/2019, Common starting date is 08/03/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSMSX (STRATEGIC INCOME MODERATE SERIES CLASS S) | 08/03/2012 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -20.14 | -10.55 | -0.13 | 1.32 | NA | NA | NA | … | … | -8.94 | -9.82 | 10.40 | 6.78 | -1.01 | 10.07 | 11.49 | 2.57 |
| Sharpe Ratio | NA | -0.52 | -0.08 | 0.05 | NA | NA | NA | … | … | -0.47 | -1.26 | 3.03 | 0.91 | -0.15 | 1.72 | 1.79 | 0.98 |
| Standard Deviation(%) | NA | 23.06 | 13.90 | 11.79 | NA | NA | NA | … | … | 24.20 | 8.82 | 3.24 | 7.20 | 7.06 | 5.86 | 6.40 | 6.61 |
| Draw Down(%) | NA | 20.42 | 20.42 | 20.42 | NA | NA | NA | … | … | 20.42 | 14.09 | 1.19 | 5.58 | 7.05 | 4.01 | 6.46 | 3.88 |
| Yield(%) | 0.00 | 3.71 | 5.25 | 5.28 | 3.94 | 2.63 | 1.97 | … | … | 0.91 | 8.28 | 3.96 | 3.95 | 3.84 | 9.56 | 4.08 | 2.50 |
Data as of 11/20/2019, Common starting date is 08/03/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMSX (STRATEGIC INCOME MODERATE SERIES CLASS S) |
3.91%
Apr 2015 – Apr 2018 |
4.64%
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 |
|---|---|---|---|---|
| MSMSX (STRATEGIC INCOME MODERATE SERIES CLASS S) |
8.12%
Aug 2013 – Aug 2016 |
7.45%
Dec 2012 – Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart