Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SRTAX (Morgan Stanley Global Strategist A) | NA | 2.73% | 2.78% | -0.29% | 6.14% | NA | NA | 4.46% |
Data as of 12/13/2012, AR inception is 11/11/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRTAX (Morgan Stanley Global Strategist A) | 11/11/1998 | 12/13/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.73 | 2.78 | -0.29 | 6.14 | NA | NA | 4.46 | 0.83 | -3.30 | 10.94 | 19.59 | -23.70 | 8.16 | 14.65 | 7.82 | 10.00 | 25.69 | -15.53 | -10.36 | 2.11 | 22.88 | 6.30 |
| Sharpe Ratio | NA | 0.20 | 0.20 | -0.03 | 0.37 | NA | NA | 0.21 | 0.06 | -0.21 | 0.83 | 1.28 | -1.14 | 0.50 | 1.49 | 0.75 | 1.05 | 2.04 | -1.10 | -1.14 | -0.12 | 1.42 | 4.51 |
| Standard Deviation(%) | NA | 13.71 | 14.29 | 16.36 | 13.44 | NA | NA | 13.46 | 13.07 | 15.73 | 13.02 | 15.27 | 21.56 | 10.22 | 7.68 | 7.54 | 8.64 | 12.23 | 15.16 | 11.33 | 15.55 | 13.88 | 12.03 |
| Draw Down(%) | NA | 10.92 | 16.41 | 34.02 | 35.01 | NA | NA | 35.65 | 10.92 | 16.41 | 11.19 | 14.67 | 31.74 | 6.45 | 6.18 | 4.54 | 6.33 | 10.04 | 23.51 | 18.35 | 13.01 | 7.13 | 3.60 |
| Yield(%) | 0.00 | 7.62 | 8.15 | 5.88 | 6.80 | 5.67 | 4.25 | 6.07 | 0.00 | 7.19 | 17.09 | 1.65 | 2.30 | 8.83 | 8.72 | 1.60 | 1.53 | 1.27 | 1.23 | 2.31 | 14.75 | 10.94 | 8.48 |
Data as of 12/13/2012, AR inception is 11/11/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTAX (Morgan Stanley Global Strategist A) |
-11.77%
Feb 2000 - Feb 2003 |
-0.74%
Oct 2007 - Oct 2012 |
1.83%
Feb 2000 - Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTAX (Morgan Stanley Global Strategist A) |
17.34%
Mar 2003 - Mar 2006 |
14.06%
Sep 2002 - Sep 2007 |
7.70%
Sep 2002 - Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart