Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MABIX (Morgan Stanley Inst Balanced Invmt ) | NA | 11.93% | 0.28% | 4.34% | 3.62% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 12/20/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MABIX (Morgan Stanley Inst Balanced Invmt ) | 12/20/2000 | 05/18/2011 |
| 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 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.93 | 0.28 | 4.34 | 3.62 | NA | NA | … | … | 2.14 | 10.50 | 23.28 | -28.53 | 13.05 | 11.00 | 7.75 | 8.49 | 20.23 | -13.71 | -6.22 | 2.08 |
| Sharpe Ratio | NA | 1.32 | 0.01 | 0.21 | 0.18 | NA | NA | … | … | 0.93 | 1.01 | 1.48 | -1.28 | 0.94 | 1.00 | 0.88 | 1.01 | 1.80 | -0.90 | -0.71 | 13.50 |
| Standard Deviation(%) | NA | 9.00 | 16.83 | 14.57 | 12.85 | NA | NA | … | … | 6.16 | 10.32 | 15.69 | 22.88 | 10.70 | 7.73 | 6.35 | 7.50 | 10.86 | 16.49 | 12.15 | 9.93 |
| Draw Down(%) | NA | 4.71 | 37.54 | 39.86 | 39.86 | NA | NA | … | … | 3.45 | 8.43 | 15.68 | 36.84 | 6.25 | 7.35 | 3.99 | 5.30 | 9.09 | 22.85 | 17.97 | 0.58 |
| Yield(%) | 0.00 | 1.01 | 2.04 | 2.25 | 2.26 | 1.85 | 1.39 | … | … | 0.00 | 1.00 | 2.28 | 4.11 | 1.67 | 2.02 | 2.12 | 2.31 | 2.44 | 2.83 | 2.03 | 6.26 |
Data as of 05/18/2011, Common starting date is 12/20/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MABIX (Morgan Stanley Inst Balanced Invmt ) |
-7.44%
Feb 2006 – Feb 2009 |
-1.64%
Feb 2004 – Feb 2009 |
3.22%
Jan 2001 – Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MABIX (Morgan Stanley Inst Balanced Invmt ) |
13.60%
Feb 2003 – Feb 2006 |
13.40%
Sep 2002 – Sep 2007 |
4.15%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart