Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMCAX (Morgan Stanley Inst US Md Cp Value P) | NA | 0.76% | 20.33% | 2.09% | 8.53% | NA | NA | … | … |
Data as of 06/01/2012, Common starting date is 04/27/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMCAX (Morgan Stanley Inst US Md Cp Value P) | 04/27/1999 | 06/01/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.76 | 20.33 | 2.09 | 8.53 | NA | NA | … | … | 6.95 | 1.39 | 27.30 | 41.05 | -40.18 | 8.14 | 24.19 | 12.34 | 14.31 | 41.57 | -28.76 | -3.57 | -4.28 | 1.67 |
| Sharpe Ratio | NA | 0.03 | 1.00 | 0.06 | 0.31 | NA | NA | … | … | 1.51 | 0.06 | 1.42 | 1.35 | -1.00 | 0.33 | 2.06 | 0.97 | 1.16 | 2.27 | -1.09 | -0.26 | -0.29 | -0.05 |
| Standard Deviation(%) | NA | 23.89 | 20.25 | 27.47 | 22.61 | NA | NA | … | … | 11.53 | 24.76 | 19.20 | 30.30 | 40.81 | 15.04 | 10.12 | 10.36 | 11.48 | 17.97 | 27.33 | 23.58 | 29.17 | 19.56 |
| Draw Down(%) | NA | 23.48 | 24.05 | 57.92 | 57.92 | NA | NA | … | … | 5.46 | 24.05 | 13.29 | 28.39 | 53.14 | 10.13 | 9.75 | 7.13 | 9.69 | 16.75 | 41.49 | 29.22 | 23.17 | 15.65 |
| Yield(%) | 0.00 | 0.39 | 0.75 | 0.53 | 0.69 | 0.39 | 0.29 | … | … | 0.00 | 0.42 | 0.55 | 0.93 | 0.78 | 0.61 | 0.56 | 0.44 | 0.12 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/01/2012, Common starting date is 04/27/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMCAX (Morgan Stanley Inst US Md Cp Value P) |
-17.00%
Mar 2000 – Mar 2003 |
-3.70%
Feb 2004 – Feb 2009 |
-0.16%
Jun 1999 – Jun 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMCAX (Morgan Stanley Inst US Md Cp Value P) |
33.70%
Feb 2009 – Feb 2012 |
22.19%
Sep 2002 – Sep 2007 |
8.23%
Feb 2002 – Feb 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart