Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSOLX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS L) | NA | -38.21% | -14.54% | -8.66% | NA | NA | NA | … | … |
Data as of 08/06/2020, Common starting date is 05/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSOLX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS L) | 05/01/2012 | 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 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -38.21 | -14.54 | -8.66 | NA | NA | NA | … | … | -43.97 | 16.93 | -8.88 | 18.13 | -2.23 | -4.11 | 0.75 | 4.73 | 21.56 |
| Sharpe Ratio | NA | -0.94 | -0.62 | -0.43 | NA | NA | NA | … | … | -1.18 | 1.56 | -0.87 | 2.37 | -0.14 | -0.28 | 0.07 | 0.31 | 2.27 |
| Standard Deviation(%) | NA | 41.54 | 25.48 | 21.96 | NA | NA | NA | … | … | 52.95 | 9.95 | 11.78 | 7.41 | 17.41 | 14.63 | 10.58 | 15.16 | 15.04 |
| Draw Down(%) | NA | 44.72 | 44.72 | 44.72 | NA | NA | NA | … | … | 44.72 | 9.57 | 14.80 | 4.94 | 12.02 | 14.63 | 10.41 | 17.99 | 10.24 |
| Yield(%) | 0.00 | 0.37 | 2.18 | 2.74 | 3.04 | 2.03 | 1.52 | … | … | 0.00 | 0.40 | 3.50 | 6.99 | 4.16 | 1.46 | 1.63 | 5.70 | 4.29 |
Data as of 08/06/2020, 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 |
|---|---|---|---|---|
| MSOLX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS L) |
-14.43%
Jul 2017 – Jul 2020 |
-8.58%
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 |
|---|---|---|---|---|
| MSOLX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS L) |
10.01%
Jun 2012 – Jun 2015 |
5.91%
Jun 2012 – Jun 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart