Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDFBX (Morgan Stanley Mid Cap Value B) | NA | 31.87% | 4.79% | 5.69% | 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 |
|---|---|---|
| MDFBX (Morgan Stanley Mid Cap Value B) | 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 | 31.87 | 4.79 | 5.69 | NA | NA | NA | … | … | 8.81 | 23.04 | 38.46 | -42.27 | 7.25 | 19.70 | 11.11 | 13.43 | 39.14 | -28.19 | 1.67 |
| Sharpe Ratio | NA | 2.07 | 0.14 | 0.16 | NA | NA | NA | … | … | 1.86 | 1.19 | 1.24 | -1.01 | 0.28 | 1.69 | 0.87 | 1.09 | 2.18 | -1.12 | 26.05 |
| Standard Deviation(%) | NA | 15.33 | 32.29 | 27.12 | NA | NA | NA | … | … | 11.70 | 19.23 | 30.85 | 42.47 | 15.28 | 9.74 | 10.30 | 11.44 | 17.65 | 26.26 | 11.54 |
| Draw Down(%) | NA | 9.15 | 54.57 | 60.31 | NA | NA | NA | … | … | 5.11 | 14.78 | 29.52 | 55.27 | 10.39 | 9.89 | 7.04 | 9.80 | 16.53 | 39.95 | 0.27 |
| Yield(%) | 0.00 | 0.12 | 0.04 | 7.92 | 6.97 | 4.65 | 3.49 | … | … | 0.00 | 0.12 | 0.00 | 0.01 | 26.28 | 13.05 | 18.53 | 10.28 | 0.00 | 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 |
|---|---|---|---|---|
| MDFBX (Morgan Stanley Mid Cap Value B) |
-16.53%
Feb 2006 – Feb 2009 |
-5.96%
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 |
|---|---|---|---|---|
| MDFBX (Morgan Stanley Mid Cap Value B) |
25.37%
Mar 2003 – Mar 2006 |
19.90%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart