Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GADAX (Morgan Stanley Global Advantage A) | NA | -10.67% | 17.64% | -1.49% | 3.76% | NA | NA | … | … |
Data as of 02/24/2012, Common starting date is 03/13/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GADAX (Morgan Stanley Global Advantage A) | 03/13/1998 | 02/24/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.67 | 17.64 | -1.49 | 3.76 | NA | NA | … | … | 0.00 | -8.63 | 15.92 | 37.17 | -42.70 | 16.56 | 18.71 | 6.53 | 12.01 | 31.16 | -21.29 | -23.90 | -18.28 | 29.31 | 4.64 |
| Sharpe Ratio | NA | -0.45 | 0.83 | -0.09 | 0.13 | NA | NA | … | … | 0.00 | -0.35 | 0.90 | 1.54 | -1.15 | 0.76 | 1.24 | 0.46 | 0.88 | 1.99 | -1.04 | -1.37 | -1.25 | 1.68 | 0.12 |
| Standard Deviation(%) | NA | 23.95 | 21.11 | 25.68 | 21.05 | NA | NA | … | … | NA | 24.50 | 17.58 | 24.15 | 37.99 | 17.79 | 12.44 | 9.44 | 12.59 | 15.29 | 21.46 | 19.37 | 17.80 | 15.49 | 20.58 |
| Draw Down(%) | NA | 21.87 | 21.87 | 57.54 | 57.54 | NA | NA | … | … | 0.00 | 21.87 | 12.54 | 22.27 | 55.62 | 12.03 | 14.20 | 6.69 | 10.56 | 15.38 | 31.72 | 36.41 | 23.63 | 8.19 | 25.59 |
| Yield(%) | 0.00 | 0.00 | 0.11 | 0.18 | 0.14 | 1.03 | 0.77 | … | … | 0.00 | 0.00 | 0.00 | 0.29 | 0.61 | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 10.29 | 0.00 | 0.45 |
Data as of 02/24/2012, Common starting date is 03/13/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GADAX (Morgan Stanley Global Advantage A) |
-23.58%
Mar 2000 – Mar 2003 |
-8.11%
Apr 1998 – Apr 2003 |
-3.69%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GADAX (Morgan Stanley Global Advantage A) |
20.90%
Mar 2003 – Mar 2006 |
18.35%
Sep 2002 – Sep 2007 |
4.84%
Oct 2001 – Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart