Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALRBX (Morg Stan Allocator;B) | NA | -6.37% | 3.70% | 4.40% | NA | NA | NA | … | … |
Data as of 09/18/2008, Common starting date is 04/09/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALRBX (Morg Stan Allocator;B) | 04/09/2003 | 09/18/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.37 | 3.70 | 4.40 | NA | NA | NA | … | … | -5.71 | 4.59 | 10.31 | 2.36 | 6.73 | 16.12 |
| Sharpe Ratio | NA | -0.58 | 0.08 | 0.22 | NA | NA | NA | … | … | -0.71 | 0.13 | 0.78 | 0.02 | 0.59 | 2.25 |
| Standard Deviation(%) | NA | 13.60 | 11.15 | 10.59 | NA | NA | NA | … | … | 12.71 | 12.07 | 9.04 | 9.53 | 9.84 | 9.79 |
| Draw Down(%) | NA | 11.37 | 11.37 | 11.37 | NA | NA | NA | … | … | 8.46 | 7.22 | 8.28 | 6.45 | 8.10 | 4.56 |
| Yield(%) | 0.00 | 12.98 | 8.75 | 7.90 | 4.39 | 2.93 | 2.20 | … | … | 0.42 | 13.94 | 10.24 | 2.17 | 10.07 | 3.31 |
Data as of 09/18/2008, Common starting date is 04/09/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALRBX (Morg Stan Allocator;B) |
3.29%
Jul 2005 – Jul 2008 |
4.82%
Aug 2003 – Aug 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALRBX (Morg Stan Allocator;B) |
9.14%
Sep 2004 – Sep 2007 |
6.35%
May 2003 – May 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart