Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DGRBX (Morgan Stanley Mid Cap Growth B) | NA | -5.41% | 5.16% | -1.35% | 9.31% | 5.59% | NA | … | … |
Data as of 12/13/2012, Common starting date is 07/20/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DGRBX (Morgan Stanley Mid Cap Growth B) | 07/20/1995 | 12/13/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.41 | 5.16 | -1.35 | 9.31 | 5.59 | NA | … | … | -5.53 | -7.03 | 31.34 | 57.83 | -48.12 | 21.17 | 9.29 | 17.43 | 20.70 | 39.50 | -28.52 | -26.81 | -23.41 | 99.79 | 7.83 | 13.52 | 12.08 | 13.46 |
| Sharpe Ratio | NA | -0.32 | 0.26 | -0.05 | 0.34 | NA | NA | … | … | -0.36 | -0.28 | 1.51 | 1.88 | -1.06 | 1.00 | 0.38 | 1.16 | 1.40 | 2.19 | -1.20 | -1.04 | -0.64 | 4.18 | 0.20 | -2.33 | 0.52 | 1.42 |
| Standard Deviation(%) | NA | 16.87 | 21.42 | 30.23 | 24.34 | NA | NA | … | … | 16.35 | 25.48 | 20.71 | 30.77 | 46.01 | 18.29 | 15.82 | 13.12 | 14.08 | 17.75 | 24.66 | 28.45 | 42.62 | 23.10 | 22.70 | 17.81 | 16.47 | 20.36 |
| Draw Down(%) | NA | 19.58 | 24.08 | 59.70 | 61.82 | NA | NA | … | … | 19.58 | 24.08 | 11.16 | 20.95 | 58.98 | 10.88 | 16.41 | 8.45 | 11.70 | 10.41 | 36.49 | 42.67 | 50.69 | 11.88 | 35.82 | 19.30 | 19.57 | 10.91 |
| Yield(%) | 0.00 | 5.41 | 2.22 | 3.33 | 4.35 | 6.25 | 6.30 | … | … | 0.00 | 4.94 | 0.00 | 0.00 | 4.53 | 9.94 | 0.00 | 0.15 | 0.00 | 0.00 | 0.00 | 0.00 | 19.48 | 26.52 | 1.60 | 10.31 | 16.43 | 8.46 |
Data as of 12/13/2012, Common starting date is 07/20/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGRBX (Morgan Stanley Mid Cap Growth B) |
-32.18%
Feb 2000 – Feb 2003 |
-11.92%
Feb 2000 – Feb 2005 |
-3.75%
Feb 2000 – Feb 2010 |
5.12%
Oct 1997 – Oct 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGRBX (Morgan Stanley Mid Cap Growth B) |
48.22%
Feb 1997 – Feb 2000 |
22.61%
Sep 2002 – Sep 2007 |
11.24%
Sep 2002 – Sep 2012 |
8.62%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart