Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVQCX (Morgan Stanley Intl Value Equity C) | NA | 13.39% | 2.11% | -3.46% | 6.30% | NA | NA | … | … |
Data as of 12/13/2012, Common starting date is 05/22/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVQCX (Morgan Stanley Intl Value Equity C) | 05/22/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.39 | 2.11 | -3.46 | 6.30 | NA | NA | … | … | 10.47 | -8.43 | 5.15 | 20.83 | -34.33 | 8.71 | 21.09 | 5.06 | 18.22 | 30.61 | -6.08 | -7.01 |
| Sharpe Ratio | NA | 0.84 | 0.10 | -0.14 | 0.25 | NA | NA | … | … | 0.70 | -0.31 | 0.26 | 0.85 | -0.93 | 0.38 | 1.34 | 0.29 | 1.38 | 2.08 | -0.36 | -0.93 |
| Standard Deviation(%) | NA | 15.84 | 21.37 | 26.17 | 20.83 | NA | NA | … | … | 15.63 | 27.09 | 19.66 | 24.38 | 37.59 | 15.05 | 13.33 | 9.93 | 12.50 | 14.38 | 19.72 | 14.36 |
| Draw Down(%) | NA | 14.43 | 23.65 | 50.87 | 52.30 | NA | NA | … | … | 14.43 | 23.65 | 17.47 | 26.18 | 48.07 | 11.36 | 13.00 | 6.36 | 7.79 | 16.41 | 20.28 | 18.35 |
| Yield(%) | 0.00 | 0.52 | 1.02 | 4.84 | 8.43 | 4.81 | 3.61 | … | … | 0.00 | 0.46 | 0.92 | 1.97 | 7.48 | 17.61 | 15.39 | 7.57 | 7.42 | 0.73 | 0.19 | 0.73 |
Data as of 12/13/2012, Common starting date is 05/22/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVQCX (Morgan Stanley Intl Value Equity C) |
-11.94%
Feb 2006 – Feb 2009 |
-5.48%
May 2007 – May 2012 |
3.57%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVQCX (Morgan Stanley Intl Value Equity C) |
24.33%
Mar 2003 – Mar 2006 |
17.98%
Sep 2002 – Sep 2007 |
6.79%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
