Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INLBX (Morgan Stanley International B) | NA | 9.94% | -0.69% | -6.02% | 6.18% | NA | NA | … | … |
Data as of 12/13/2012, Common starting date is 07/20/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INLBX (Morgan Stanley International B) | 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 | 9.94 | -0.69 | -6.02 | 6.18 | NA | NA | … | … | 8.25 | -15.83 | 7.60 | 24.84 | -39.47 | 13.83 | 22.54 | 14.06 | 15.95 | 31.02 | -15.00 | -19.00 | -15.70 | 18.37 |
| Sharpe Ratio | NA | 0.63 | -0.02 | -0.23 | 0.23 | NA | NA | … | … | 0.56 | -0.61 | 0.35 | 0.91 | -1.07 | 0.59 | 1.25 | 1.14 | 1.08 | 2.13 | -0.84 | -1.44 | -1.37 | 3.28 |
| Standard Deviation(%) | NA | 15.67 | 21.57 | 26.87 | 21.75 | NA | NA | … | … | 15.54 | 26.21 | 21.35 | 27.12 | 37.72 | 18.32 | 15.44 | 10.41 | 13.84 | 14.25 | 19.09 | 15.06 | 14.42 | 12.61 |
| Draw Down(%) | NA | 15.97 | 27.43 | 55.81 | 58.38 | NA | NA | … | … | 15.97 | 26.76 | 19.18 | 27.55 | 50.39 | 13.36 | 17.27 | 6.96 | 10.45 | 14.58 | 24.51 | 27.62 | 19.48 | 3.92 |
| Yield(%) | 0.00 | 0.00 | 0.44 | 0.33 | 0.92 | 0.73 | 0.55 | … | … | 0.00 | 0.00 | 0.22 | 1.35 | 0.00 | 0.76 | 0.95 | 1.50 | 0.42 | 0.67 | 0.00 | 0.00 | 4.22 | 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 |
|---|---|---|---|---|
| INLBX (Morgan Stanley International B) |
-18.25%
Mar 2000 – Mar 2003 |
-7.63%
May 2007 – May 2012 |
-0.19%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INLBX (Morgan Stanley International B) |
27.16%
Mar 2003 – Mar 2006 |
21.18%
Oct 2002 – Oct 2007 |
6.39%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart