Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVABX (Morgan Stanley Inst Large Cap Rel Val P) | NA | 26.77% | 2.50% | 3.10% | 2.35% | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 01/24/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVABX (Morgan Stanley Inst Large Cap Rel Val P) | 01/24/2001 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.77 | 2.50 | 3.10 | 2.35 | NA | NA | … | … | 5.63 | 12.00 | 24.01 | -32.23 | 2.75 | 16.36 | 9.31 | 12.89 | 29.13 | -25.44 | -8.86 |
| Sharpe Ratio | NA | 1.76 | 0.08 | 0.08 | 0.05 | NA | NA | … | … | 1.12 | 0.65 | 0.86 | -0.87 | -0.02 | 1.39 | 0.77 | 1.14 | 1.62 | -1.02 | -0.67 |
| Standard Deviation(%) | NA | 15.21 | 28.91 | 24.45 | 21.05 | NA | NA | … | … | 12.08 | 18.45 | 27.69 | 38.09 | 14.79 | 9.46 | 9.33 | 10.51 | 17.57 | 25.94 | 17.78 |
| Draw Down(%) | NA | 8.74 | 45.81 | 53.28 | 53.28 | NA | NA | … | … | 6.86 | 18.05 | 27.56 | 44.02 | 9.65 | 7.85 | 5.19 | 7.64 | 15.94 | 37.75 | 22.24 |
| Yield(%) | 0.00 | 0.89 | 1.16 | 3.11 | 2.02 | 1.38 | 1.03 | … | … | 0.00 | 0.82 | 1.38 | 1.97 | 5.52 | 6.11 | 3.87 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/07/2011, Common starting date is 01/24/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVABX (Morgan Stanley Inst Large Cap Rel Val P) |
-13.94%
Feb 2006 – Feb 2009 |
-5.03%
Feb 2004 – Feb 2009 |
2.30%
May 2001 – May 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVABX (Morgan Stanley Inst Large Cap Rel Val P) |
21.20%
Mar 2003 – Mar 2006 |
16.20%
Sep 2002 – Sep 2007 |
2.98%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart