Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSMUX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS IS) | NA | 4.45% | 4.19% | NA | NA | NA | NA | 2.90% |
Data as of 02/03/2020, AR inception is 05/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSMUX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS IS) | 05/01/2015 | 02/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.45 | 4.19 | NA | NA | NA | NA | 2.90 | 0.00 | 6.23 | -2.85 | 11.64 | 4.09 | -6.18 |
| Sharpe Ratio | NA | 0.15 | 0.58 | NA | NA | NA | NA | 0.30 | 0.00 | 1.20 | -0.54 | 2.89 | 0.62 | -1.46 |
| Standard Deviation(%) | NA | 3.69 | 5.45 | NA | NA | NA | NA | 5.72 | NA | 4.00 | 7.75 | 3.82 | 6.22 | 6.23 |
| Draw Down(%) | NA | 3.98 | 7.29 | NA | NA | NA | NA | 9.88 | 0.00 | 3.98 | 7.29 | 1.18 | 4.85 | 7.86 |
| Yield(%) | 0.00 | 1.21 | 2.07 | 1.85 | 0.92 | 0.62 | 0.46 | 2.31 | 0.00 | 1.26 | 3.55 | 1.10 | 1.73 | 1.72 |
Data as of 02/03/2020, AR inception is 05/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMUX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS IS) |
2.66%
Oct 2015 - Oct 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMUX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS IS) |
5.12%
Jan 2016 - Jan 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart