Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSUAX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS I) | NA | -70.32% | -32.68% | -20.58% | -7.51% | -5.16% | 0.76% | … | … |
Data as of 08/06/2020, Common starting date is 11/11/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSUAX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS I) | 11/11/1997 | 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -52.46 | -70.32 | -32.68 | -20.58 | -7.51 | -5.16 | 0.76 | … | … | -73.17 | 17.94 | -8.14 | 19.13 | -1.38 | -3.29 | 1.62 | 5.56 | 44.05 | -19.92 | 9.51 | 46.54 | -50.27 | -17.02 | 56.06 | 15.53 | 47.49 | 42.15 | 17.53 | -10.32 | 13.21 | -4.38 | 0.63 | -5.08 |
| Sharpe Ratio | NA | -0.84 | -0.68 | -0.54 | -0.26 | NA | NA | … | … | -0.82 | 1.65 | -0.81 | 2.51 | -0.09 | -0.23 | 0.15 | 0.36 | 2.81 | -0.76 | 0.43 | 1.27 | -1.19 | -0.80 | 3.26 | 1.20 | 3.71 | 3.60 | 1.26 | -1.07 | 0.71 | -0.78 | -0.25 | -4.33 |
| Standard Deviation(%) | NA | 84.78 | 49.84 | 39.80 | 30.69 | NA | NA | … | … | 109.13 | 9.96 | 11.75 | 7.38 | 17.39 | 14.69 | 10.57 | 15.15 | 15.79 | 26.10 | 21.68 | 36.52 | 42.89 | 25.45 | 16.23 | 11.07 | 12.54 | 11.51 | 13.01 | 12.17 | 12.74 | 9.96 | 11.15 | 8.30 |
| Draw Down(%) | NA | 73.36 | 73.36 | 73.36 | 73.36 | NA | NA | … | … | 73.36 | 9.41 | 14.24 | 4.84 | 11.83 | 14.42 | 10.28 | 17.92 | 12.65 | 27.37 | 22.00 | 40.89 | 62.98 | 27.73 | 16.09 | 7.38 | 9.74 | 11.90 | 17.18 | 20.61 | 12.31 | 11.14 | 19.10 | 5.08 |
| Yield(%) | 0.00 | 1.24 | 3.11 | 3.58 | 4.37 | 4.34 | 8.43 | … | … | 0.00 | 1.34 | 4.30 | 8.26 | 4.96 | 2.45 | 2.38 | 6.00 | 5.54 | 2.81 | 3.42 | 4.81 | 0.47 | 9.81 | 8.05 | 7.81 | 2.39 | 3.69 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/06/2020, Common starting date is 11/11/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSUAX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS I) |
-23.85%
Feb 2006 – Feb 2009 |
-11.91%
Dec 2006 – Dec 2011 |
-2.46%
Mar 2007 – Mar 2017 |
-0.12%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSUAX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS I) |
45.67%
Mar 2003 – Mar 2006 |
34.75%
Dec 2001 – Dec 2006 |
13.67%
Dec 1997 – Dec 2007 |
10.33%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart