Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FVFAX (Morgan Stanley Fundamental Value A) | NA | 23.59% | 2.30% | 2.89% | NA | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 02/11/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FVFAX (Morgan Stanley Fundamental Value A) | 02/11/2003 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.59 | 2.30 | 2.89 | NA | NA | NA | … | … | 5.36 | 10.52 | 24.09 | -31.02 | 2.86 | 15.68 | 8.73 | 14.13 | 33.26 |
| Sharpe Ratio | NA | 1.67 | 0.07 | 0.07 | NA | NA | NA | … | … | 1.15 | 0.61 | 0.92 | -0.93 | -0.01 | 1.37 | 0.74 | 1.32 | 2.84 |
| Standard Deviation(%) | NA | 14.08 | 26.54 | 22.49 | NA | NA | NA | … | … | 11.21 | 17.16 | 26.15 | 34.36 | 14.01 | 9.09 | 8.88 | 10.00 | 13.21 |
| Draw Down(%) | NA | 8.04 | 44.53 | 51.55 | NA | NA | NA | … | … | 6.84 | 16.54 | 26.61 | 42.35 | 9.43 | 7.48 | 5.03 | 7.05 | 4.92 |
| Yield(%) | 0.00 | 0.82 | 2.35 | 5.57 | 6.78 | 4.52 | 3.39 | … | … | 0.00 | 0.76 | 1.43 | 5.08 | 9.51 | 12.30 | 11.14 | 8.30 | 3.51 |
Data as of 06/07/2011, Common starting date is 02/11/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVFAX (Morgan Stanley Fundamental Value A) |
-13.45%
Feb 2006 – Feb 2009 |
-4.47%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVFAX (Morgan Stanley Fundamental Value A) |
18.85%
Mar 2003 – Mar 2006 |
11.54%
Mar 2003 – Mar 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart