Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDFCX (Morgan Stanley Mid Cap Value C) | NA | 31.19% | 4.48% | 5.49% | 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 |
|---|---|---|
| MDFCX (Morgan Stanley Mid Cap Value C) | 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 | 31.19 | 4.48 | 5.49 | NA | NA | NA | … | … | 8.73 | 22.33 | 38.12 | -42.24 | 7.20 | 19.65 | 11.28 | 13.52 | 39.14 | -28.19 | 1.67 |
| Sharpe Ratio | NA | 2.03 | 0.13 | 0.16 | NA | NA | NA | … | … | 1.83 | 1.16 | 1.23 | -1.02 | 0.28 | 1.69 | 0.89 | 1.10 | 2.18 | -1.12 | 26.05 |
| Standard Deviation(%) | NA | 15.30 | 32.30 | 27.12 | NA | NA | NA | … | … | 11.78 | 19.21 | 30.96 | 42.40 | 15.25 | 9.72 | 10.29 | 11.44 | 17.65 | 26.25 | 11.54 |
| Draw Down(%) | NA | 9.16 | 54.49 | 60.24 | NA | NA | NA | … | … | 5.14 | 14.90 | 29.54 | 55.20 | 10.29 | 9.95 | 6.95 | 9.71 | 16.53 | 40.00 | 0.27 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 7.88 | 6.96 | 4.64 | 3.48 | … | … | 0.00 | 0.00 | 0.00 | 0.01 | 26.21 | 13.02 | 18.51 | 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 |
|---|---|---|---|---|
| MDFCX (Morgan Stanley Mid Cap Value C) |
-16.51%
Feb 2006 – Feb 2009 |
-5.90%
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 |
|---|---|---|---|---|
| MDFCX (Morgan Stanley Mid Cap Value C) |
25.46%
Mar 2003 – Mar 2006 |
19.95%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart