Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAFDX (Morg Stan Multi-Asst;I) | NA | -8.85% | 3.90% | 7.18% | NA | NA | NA | … | … |
Data as of 09/18/2008, Common starting date is 12/10/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAFDX (Morg Stan Multi-Asst;I) | 12/10/1999 | 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 | -8.85 | 3.90 | 7.18 | NA | NA | NA | … | … | -6.52 | 4.73 | 10.43 | 8.00 | 14.28 | 33.85 | -26.52 | -9.65 | 3.08 | 4.36 |
| Sharpe Ratio | NA | -0.71 | 0.09 | 0.44 | NA | NA | NA | … | … | -0.70 | 0.13 | 0.75 | 0.57 | 1.25 | 1.95 | -1.12 | -0.53 | -0.06 | 11.93 |
| Standard Deviation(%) | NA | 14.68 | 11.97 | 11.44 | NA | NA | NA | … | … | 14.43 | 12.72 | 9.51 | 10.15 | 10.70 | 16.99 | 24.73 | 23.02 | 16.13 | 9.38 |
| Draw Down(%) | NA | 15.13 | 15.13 | 15.13 | NA | NA | NA | … | … | 12.39 | 7.98 | 9.01 | 6.79 | 7.78 | 11.84 | 36.43 | 29.81 | 8.19 | 0.64 |
| Yield(%) | 0.00 | 30.49 | 14.60 | 11.22 | 6.14 | 4.09 | 3.07 | … | … | 12.34 | 22.63 | 7.81 | 1.33 | 1.48 | 0.00 | 0.00 | 1.00 | 9.72 | 11.22 |
Data as of 09/18/2008, Common starting date is 12/10/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAFDX (Morg Stan Multi-Asst;I) |
-12.94%
Mar 2000 – Mar 2003 |
-0.11%
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 |
|---|---|---|---|---|
| MAFDX (Morg Stan Multi-Asst;I) |
21.02%
Mar 2003 – Mar 2006 |
15.88%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart