Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAFBX (Morg Stan Multi-Asst;B) | NA | -9.66% | 2.90% | 6.12% | NA | NA | NA | … | … |
Data as of 09/18/2008, Common starting date is 03/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAFBX (Morg Stan Multi-Asst;B) | 03/29/1999 | 09/18/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.66 | 2.90 | 6.12 | NA | NA | NA | … | … | -7.04 | 3.61 | 9.35 | 6.91 | 13.10 | 32.52 | -27.28 | -10.53 | 2.19 | 16.07 |
| Sharpe Ratio | NA | -0.76 | 0.01 | 0.35 | NA | NA | NA | … | … | -0.75 | 0.05 | 0.64 | 0.47 | 1.12 | 1.88 | -1.15 | -0.57 | -0.11 | 1.85 |
| Standard Deviation(%) | NA | 14.66 | 11.98 | 11.46 | NA | NA | NA | … | … | 14.41 | 12.73 | 9.51 | 10.11 | 10.85 | 16.92 | 24.65 | 23.05 | 16.09 | 9.84 |
| Draw Down(%) | NA | 15.79 | 15.79 | 15.79 | NA | NA | NA | … | … | 12.50 | 8.01 | 9.09 | 7.06 | 8.21 | 12.03 | 36.92 | 30.08 | 8.41 | 6.91 |
| Yield(%) | 0.00 | 20.59 | 10.14 | 7.56 | 5.10 | 3.40 | 2.55 | … | … | 0.00 | 21.97 | 6.77 | 0.04 | 0.29 | 0.00 | 0.00 | 0.13 | 9.01 | 11.58 |
Data as of 09/18/2008, Common starting date is 03/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAFBX (Morg Stan Multi-Asst;B) |
-13.80%
Mar 2000 – Mar 2003 |
-1.11%
Apr 2000 – Apr 2005 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAFBX (Morg Stan Multi-Asst;B) |
19.84%
Mar 2003 – Mar 2006 |
14.72%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart