Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FVFCX (Morgan Stanley Fundamental Value C) | NA | 23.36% | 1.70% | 2.23% | 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 |
|---|---|---|
| FVFCX (Morgan Stanley Fundamental Value C) | 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 | 23.36 | 1.70 | 2.23 | NA | NA | NA | … | … | 5.60 | 9.64 | 23.28 | -31.62 | 2.15 | 14.80 | 8.10 | 13.20 | 32.48 |
| Sharpe Ratio | NA | 1.66 | 0.05 | 0.05 | NA | NA | NA | … | … | 1.19 | 0.56 | 0.88 | -0.94 | -0.06 | 1.27 | 0.67 | 1.22 | 2.74 |
| Standard Deviation(%) | NA | 14.05 | 26.53 | 22.49 | NA | NA | NA | … | … | 11.31 | 17.14 | 26.20 | 34.33 | 14.07 | 9.08 | 8.91 | 10.02 | 13.33 |
| Draw Down(%) | NA | 8.04 | 44.93 | 52.21 | NA | NA | NA | … | … | 6.91 | 16.64 | 26.75 | 42.69 | 9.47 | 7.54 | 4.99 | 7.23 | 5.03 |
| Yield(%) | 0.00 | 0.02 | 1.78 | 5.02 | 6.14 | 4.10 | 3.07 | … | … | 0.00 | 0.02 | 0.53 | 4.64 | 8.84 | 11.65 | 10.51 | 7.69 | 2.93 |
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 |
|---|---|---|---|---|
| FVFCX (Morgan Stanley Fundamental Value C) |
-14.06%
Feb 2006 – Feb 2009 |
-5.13%
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 |
|---|---|---|---|---|
| FVFCX (Morgan Stanley Fundamental Value C) |
18.02%
Mar 2003 – Mar 2006 |
10.76%
Mar 2003 – Mar 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart