Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSPMX (MULTI-ASSET PORTFOLIO CLASS IS) | NA | -9.52% | -3.58% | -3.93% | NA | NA | NA | … | … |
Data as of 08/06/2020, Common starting date is 06/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSPMX (MULTI-ASSET PORTFOLIO CLASS IS) | 06/01/2015 | 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 | -9.52 | -3.58 | -3.93 | NA | NA | NA | … | … | -10.87 | 4.61 | -0.28 | -0.82 | -2.66 | -6.81 |
| Sharpe Ratio | NA | -0.52 | -0.41 | -0.53 | NA | NA | NA | … | … | -1.38 | 0.33 | -0.33 | -0.37 | -0.52 | -1.62 |
| Standard Deviation(%) | NA | 13.61 | 8.66 | 7.57 | NA | NA | NA | … | … | 12.91 | 9.70 | 4.91 | 3.97 | 5.48 | 6.97 |
| Draw Down(%) | NA | 18.00 | 18.00 | 19.25 | NA | NA | NA | … | … | 15.12 | 5.06 | 4.79 | 4.92 | 7.18 | 8.06 |
| Yield(%) | 0.00 | 3.56 | 2.08 | 1.44 | 0.85 | 0.57 | 0.42 | … | … | 0.00 | 3.54 | 2.83 | 0.00 | 1.72 | 1.47 |
Data as of 08/06/2020, Common starting date is 06/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSPMX (MULTI-ASSET PORTFOLIO CLASS IS) |
-4.23%
Apr 2017 – Apr 2020 |
-3.92%
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 |
|---|---|---|---|---|
| MSPMX (MULTI-ASSET PORTFOLIO CLASS IS) |
0.87%
Jun 2016 – Jun 2019 |
-3.92%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart