Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INLAX (Morgan Stanley International A) | NA | 9.99% | -0.18% | -5.44% | 7.00% | NA | NA | … | … |
Data as of 12/13/2012, Common starting date is 07/20/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INLAX (Morgan Stanley International A) | 07/20/1999 | 12/13/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.99 | -0.18 | -5.44 | 7.00 | NA | NA | … | … | 8.31 | -15.20 | 8.39 | 25.82 | -39.03 | 14.91 | 23.40 | 14.92 | 16.71 | 33.23 | -14.43 | -18.28 | -14.98 | 18.76 |
| Sharpe Ratio | NA | 0.63 | 0.00 | -0.21 | 0.27 | NA | NA | … | … | 0.56 | -0.58 | 0.39 | 0.95 | -1.06 | 0.65 | 1.30 | 1.23 | 1.14 | 2.28 | -0.81 | -1.40 | -1.32 | 3.36 |
| Standard Deviation(%) | NA | 15.73 | 21.63 | 26.91 | 21.78 | NA | NA | … | … | 15.63 | 26.29 | 21.38 | 27.18 | 37.73 | 18.34 | 15.53 | 10.38 | 13.84 | 14.29 | 19.15 | 14.97 | 14.42 | 12.62 |
| Draw Down(%) | NA | 15.86 | 26.85 | 55.42 | 58.05 | NA | NA | … | … | 15.86 | 26.45 | 19.09 | 27.52 | 50.26 | 13.32 | 17.25 | 6.85 | 10.45 | 13.83 | 24.28 | 27.18 | 18.90 | 4.01 |
| Yield(%) | 0.00 | 1.16 | 1.39 | 0.97 | 2.38 | 1.42 | 1.06 | … | … | 0.00 | 0.96 | 1.23 | 2.36 | 0.00 | 2.03 | 1.84 | 2.47 | 1.31 | 2.15 | 1.02 | 0.78 | 4.21 | 0.00 |
Data as of 12/13/2012, Common starting date is 07/20/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INLAX (Morgan Stanley International A) |
-17.40%
Mar 2000 – Mar 2003 |
-6.94%
May 2007 – May 2012 |
0.66%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INLAX (Morgan Stanley International A) |
28.14%
Mar 2003 – Mar 2006 |
22.35%
Oct 2002 – Oct 2007 |
7.28%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart