Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INLCX (Morgan Stanley International C) | NA | 9.97% | -0.70% | -6.02% | 6.15% | NA | NA | … | … |
Data as of 12/13/2012, Common starting date is 07/20/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INLCX (Morgan Stanley International C) | 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 | 9.97 | -0.70 | -6.02 | 6.15 | NA | NA | … | … | 8.18 | -15.82 | 7.59 | 24.88 | -39.48 | 13.85 | 22.47 | 13.88 | 15.87 | 31.23 | -15.08 | -18.90 | -15.70 | 18.37 |
| Sharpe Ratio | NA | 0.63 | -0.02 | -0.23 | 0.23 | NA | NA | … | … | 0.55 | -0.60 | 0.35 | 0.92 | -1.07 | 0.59 | 1.25 | 1.13 | 1.07 | 2.14 | -0.85 | -1.43 | -1.37 | 3.28 |
| Standard Deviation(%) | NA | 15.78 | 21.60 | 26.87 | 21.75 | NA | NA | … | … | 15.66 | 26.19 | 21.39 | 27.06 | 37.69 | 18.37 | 15.40 | 10.41 | 13.92 | 14.30 | 19.02 | 15.03 | 14.44 | 12.62 |
| Draw Down(%) | NA | 15.94 | 27.38 | 55.80 | 58.39 | NA | NA | … | … | 15.94 | 26.75 | 19.21 | 27.57 | 50.42 | 13.35 | 17.31 | 7.21 | 10.45 | 14.58 | 24.57 | 27.62 | 19.48 | 3.92 |
| Yield(%) | 0.00 | 0.17 | 0.65 | 0.52 | 1.18 | 0.84 | 0.63 | … | … | 0.00 | 0.14 | 0.47 | 1.61 | 0.00 | 1.31 | 1.11 | 1.45 | 0.46 | 0.69 | 0.15 | 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 |
|---|---|---|---|---|
| INLCX (Morgan Stanley International C) |
-18.25%
Mar 2000 – Mar 2003 |
-7.63%
May 2007 – May 2012 |
-0.21%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INLCX (Morgan Stanley International C) |
27.11%
Mar 2003 – Mar 2006 |
21.12%
Oct 2002 – Oct 2007 |
6.37%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart