Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVQWX (Morgan Stanley Intl Value Equity W) | NA | 5.27% | 1.40% | NA | NA | NA | NA | … | … |
Data as of 10/26/2012, Common starting date is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVQWX (Morgan Stanley Intl Value Equity W) | 04/02/2008 | 10/26/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.45 | 5.27 | 1.40 | NA | NA | NA | NA | … | … | 10.10 | -8.35 | 3.94 | 18.71 | -40.57 |
| Sharpe Ratio | NA | 0.25 | 0.06 | NA | NA | NA | NA | … | … | 0.72 | -0.31 | 0.20 | 0.76 | -1.11 |
| Standard Deviation(%) | NA | 20.80 | 22.06 | NA | NA | NA | NA | … | … | 17.00 | 27.30 | 19.74 | 24.36 | 45.45 |
| Draw Down(%) | NA | 14.96 | 23.47 | NA | NA | NA | NA | … | … | 14.34 | 23.47 | 17.39 | 26.11 | 47.94 |
| Yield(%) | 0.00 | 1.42 | 0.47 | 0.20 | 0.10 | 0.07 | 0.05 | … | … | 0.00 | 1.35 | 0.00 | 0.00 | 0.00 |
Data as of 10/26/2012, 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 |
|---|---|---|---|---|
| IVQWX (Morgan Stanley Intl Value Equity W) |
-8.67%
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 |
|---|---|---|---|---|
| IVQWX (Morgan Stanley Intl Value Equity W) |
15.32%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart