Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVQRX (Morgan Stanley Intl Value Equity R) | NA | 11.12% | 1.90% | NA | NA | NA | NA | … | … |
Data as of 10/09/2012, Common starting date is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVQRX (Morgan Stanley Intl Value Equity R) | 04/02/2008 | 10/09/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.81 | 11.12 | 1.90 | NA | NA | NA | NA | … | … | 11.81 | -8.40 | 3.95 | 18.57 | -38.03 |
| Sharpe Ratio | NA | 0.71 | 0.08 | NA | NA | NA | NA | … | … | 0.91 | -0.31 | 0.20 | 0.75 | -1.04 |
| Standard Deviation(%) | NA | 21.31 | 22.00 | NA | NA | NA | NA | … | … | 17.05 | 27.12 | 19.75 | 24.56 | 45.79 |
| Draw Down(%) | NA | 14.99 | 23.49 | NA | NA | NA | NA | … | … | 14.35 | 23.49 | 17.51 | 26.11 | 47.94 |
| Yield(%) | 0.00 | 1.31 | 0.42 | 0.66 | 0.33 | 0.22 | 0.17 | … | … | 0.00 | 1.20 | 0.00 | 0.00 | 2.43 |
Data as of 10/09/2012, Common starting date is 04/02/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVQRX (Morgan Stanley Intl Value Equity R) |
-7.40%
May 2008 – May 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVQRX (Morgan Stanley Intl Value Equity R) |
15.21%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart