Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDIAX (Morgan Stanley Inst Core Fixed Inc P) | NA | -0.27% | 1.58% | 1.87% | 2.31% | 1.55% | NA | … | … |
Data as of 12/12/2016, Common starting date is 02/26/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDIAX (Morgan Stanley Inst Core Fixed Inc P) | 02/26/1999 | 12/12/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.27 | 1.58 | 1.87 | 2.31 | 1.55 | NA | … | … | 0.31 | -1.13 | 5.54 | -2.00 | 6.68 | 6.31 | 5.42 | 10.12 | -11.46 | 5.52 | 3.28 | -1.56 | -1.45 | -0.27 | 1.28 | 3.99 | 8.70 | -6.18 |
| Sharpe Ratio | NA | -0.71 | 0.57 | 0.66 | 0.44 | NA | NA | … | … | 0.13 | -0.31 | 2.42 | -0.66 | 2.56 | 1.02 | 1.33 | 2.12 | -1.79 | 0.72 | -0.06 | -0.95 | -0.52 | -0.29 | 0.03 | 0.32 | 0.99 | -1.89 |
| Standard Deviation(%) | NA | 1.23 | 2.61 | 2.73 | 4.17 | NA | NA | … | … | 0.93 | 3.76 | 2.28 | 3.09 | 2.61 | 6.17 | 4.01 | 4.74 | 6.93 | 3.29 | 2.37 | 4.01 | 4.65 | 3.41 | 4.64 | 4.92 | 4.52 | 5.60 |
| Draw Down(%) | NA | 1.08 | 3.10 | 5.21 | 17.11 | NA | NA | … | … | 0.72 | 3.10 | 1.07 | 5.21 | 1.26 | 3.47 | 3.29 | 1.66 | 17.11 | 2.06 | 1.74 | 3.77 | 3.98 | 3.26 | 3.41 | 3.21 | 3.53 | 7.89 |
| Yield(%) | 0.00 | 2.34 | 2.69 | 2.76 | 3.09 | 2.21 | 1.93 | … | … | 0.00 | 4.37 | 2.89 | 2.80 | 2.95 | 2.97 | 2.03 | 4.02 | 4.89 | 4.64 | 4.66 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.04 | 0.00 |
Data as of 12/12/2016, Common starting date is 02/26/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDIAX (Morgan Stanley Inst Core Fixed Inc P) |
-3.09%
Oct 2005 – Oct 2008 |
-2.17%
Oct 2003 – Oct 2008 |
0.06%
Mar 1999 – Mar 2009 |
1.52%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDIAX (Morgan Stanley Inst Core Fixed Inc P) |
8.72%
Oct 2008 – Oct 2011 |
6.23%
Oct 2008 – Oct 2013 |
2.82%
Apr 2006 – Apr 2016 |
2.70%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart