Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FVFBX (Morgan Stanley Fundamental Value B) | NA | 23.52% | 2.32% | 2.95% | 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 |
|---|---|---|
| FVFBX (Morgan Stanley Fundamental Value B) | 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 | 23.52 | 2.32 | 2.95 | NA | NA | NA | … | … | 5.50 | 10.37 | 24.10 | -30.96 | 2.94 | 15.79 | 8.32 | 13.25 | 32.37 |
| Sharpe Ratio | NA | 1.66 | 0.08 | 0.08 | NA | NA | NA | … | … | 1.18 | 0.60 | 0.92 | -0.93 | -0.01 | 1.39 | 0.70 | 1.23 | 2.76 |
| Standard Deviation(%) | NA | 14.12 | 26.57 | 22.51 | NA | NA | NA | … | … | 11.27 | 17.18 | 26.20 | 34.35 | 14.10 | 9.05 | 8.82 | 10.04 | 13.19 |
| Draw Down(%) | NA | 8.10 | 44.55 | 51.53 | NA | NA | NA | … | … | 6.90 | 16.57 | 26.68 | 42.30 | 9.41 | 7.45 | 5.14 | 7.23 | 4.93 |
| Yield(%) | 0.00 | 0.79 | 2.41 | 5.67 | 6.62 | 4.41 | 3.31 | … | … | 0.00 | 0.73 | 1.51 | 5.21 | 9.70 | 12.47 | 10.57 | 7.74 | 2.92 |
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 |
|---|---|---|---|---|
| FVFBX (Morgan Stanley Fundamental Value B) |
-13.32%
Feb 2006 – Feb 2009 |
-4.60%
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 |
|---|---|---|---|---|
| FVFBX (Morgan Stanley Fundamental Value B) |
18.14%
Mar 2003 – Mar 2006 |
11.20%
Mar 2003 – Mar 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart