Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDFAX (Morgan Stanley Mid Cap Value A) | NA | 32.00% | 5.20% | 6.24% | NA | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 12/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDFAX (Morgan Stanley Mid Cap Value A) | 12/26/2001 | 06/07/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 32.00 | 5.20 | 6.24 | NA | NA | NA | … | … | 8.86 | 23.30 | 38.97 | -41.78 | 7.95 | 20.61 | 11.96 | 14.40 | 41.03 | -27.65 | 1.67 |
| Sharpe Ratio | NA | 2.06 | 0.15 | 0.19 | NA | NA | NA | … | … | 1.87 | 1.20 | 1.26 | -1.01 | 0.32 | 1.79 | 0.95 | 1.18 | 2.27 | -1.10 | 26.46 |
| Standard Deviation(%) | NA | 15.47 | 32.31 | 27.11 | NA | NA | NA | … | … | 11.70 | 19.37 | 30.96 | 42.35 | 15.25 | 9.73 | 10.29 | 11.37 | 17.77 | 26.23 | 11.37 |
| Draw Down(%) | NA | 9.12 | 54.27 | 59.76 | NA | NA | NA | … | … | 5.16 | 14.78 | 29.43 | 54.90 | 10.07 | 9.81 | 6.93 | 9.55 | 15.96 | 39.75 | 0.27 |
| Yield(%) | 0.00 | 0.33 | 0.46 | 7.88 | 7.17 | 4.78 | 3.58 | … | … | 0.00 | 0.33 | 0.54 | 0.71 | 25.23 | 12.74 | 18.07 | 10.13 | 0.61 | 0.00 | 0.00 |
Data as of 06/07/2011, Common starting date is 12/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDFAX (Morgan Stanley Mid Cap Value A) |
-15.94%
Feb 2006 – Feb 2009 |
-5.28%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDFAX (Morgan Stanley Mid Cap Value A) |
26.35%
Mar 2003 – Mar 2006 |
20.99%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart