Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EUGWX (Morgan Stanley European Equity W) | NA | 11.44% | 5.15% | -3.89% | NA | NA | NA | … | … |
Data as of 04/26/2013, Common starting date is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EUGWX (Morgan Stanley European Equity W) | 04/02/2008 | 04/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.65 | 11.44 | 5.15 | -3.89 | NA | NA | NA | … | … | 5.83 | 15.15 | -10.30 | 4.66 | 24.75 | -41.67 |
| Sharpe Ratio | NA | 0.63 | 0.20 | -0.13 | NA | NA | NA | … | … | 1.24 | 0.77 | -0.33 | 0.19 | 0.80 | -1.09 |
| Standard Deviation(%) | NA | 18.21 | 25.52 | 30.94 | NA | NA | NA | … | … | 15.70 | 19.77 | 31.42 | 24.69 | 30.88 | 47.49 |
| Draw Down(%) | NA | 14.30 | 28.16 | 59.53 | NA | NA | NA | … | … | 5.36 | 16.85 | 28.16 | 22.00 | 29.95 | 51.38 |
| Yield(%) | 0.00 | 0.00 | 0.66 | 0.63 | 0.32 | 0.21 | 0.16 | … | … | 0.00 | 0.00 | 1.85 | 0.00 | 0.00 | 1.84 |
Data as of 04/26/2013, Common starting date is 04/02/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EUGWX (Morgan Stanley European Equity W) |
-6.44%
Aug 2008 – Aug 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EUGWX (Morgan Stanley European Equity W) |
17.65%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart