Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IISDX (Morgan Stanley Income I) | NA | -12.06% | -1.04% | 0.58% | 2.52% | NA | NA | … | … |
Data as of 05/01/2009, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IISDX (Morgan Stanley Income I) | 11/12/1998 | 05/01/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.06 | -1.04 | 0.58 | 2.52 | NA | NA | … | … | -2.10 | -11.25 | 5.34 | 4.33 | 2.83 | 4.56 | 4.06 | 6.97 | 7.28 | 6.16 | -0.99 | 1.54 |
| Sharpe Ratio | NA | -1.41 | -0.48 | -0.27 | 0.07 | NA | NA | … | … | -0.84 | -1.34 | 0.47 | 0.26 | 0.15 | 0.84 | 0.78 | 1.74 | 0.67 | 0.51 | -1.07 | 2.43 |
| Standard Deviation(%) | NA | 8.98 | 6.63 | 5.69 | 5.26 | NA | NA | … | … | 7.59 | 9.10 | 4.67 | 3.48 | 3.77 | 4.24 | 4.28 | 3.36 | 7.28 | 3.80 | 4.08 | 3.74 |
| Draw Down(%) | NA | 17.68 | 19.85 | 19.85 | 19.85 | NA | NA | … | … | 5.90 | 19.85 | 2.89 | 2.37 | 3.48 | 5.31 | 5.44 | 1.78 | 4.88 | 4.00 | 3.37 | 1.42 |
| Yield(%) | 0.00 | 4.29 | 4.79 | 4.65 | 4.68 | 3.28 | 2.46 | … | … | 0.88 | 5.00 | 4.94 | 4.79 | 4.74 | 4.54 | 3.88 | 4.24 | 5.32 | 6.31 | 5.74 | 1.01 |
Data as of 05/01/2009, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IISDX (Morgan Stanley Income I) |
-2.87%
Oct 2005 – Oct 2008 |
-0.20%
Oct 2003 – Oct 2008 |
2.52%
Apr 1999 – Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IISDX (Morgan Stanley Income I) |
8.37%
May 2000 – May 2003 |
6.29%
May 2000 – May 2005 |
2.79%
Dec 1998 – Dec 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart