Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPVAX (Morgan Stanley Inst Value P) | NA | 29.36% | 6.39% | 3.55% | 4.12% | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 02/11/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPVAX (Morgan Stanley Inst Value P) | 02/11/1997 | 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 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 29.36 | 6.39 | 3.55 | 4.12 | NA | NA | … | … | 5.95 | 16.08 | 38.19 | -36.61 | -2.37 | 16.75 | 4.61 | 17.64 | 34.38 | -22.80 | 4.27 | 23.19 | -3.05 | -2.64 | 18.88 |
| Sharpe Ratio | NA | 1.97 | 0.20 | 0.09 | 0.13 | NA | NA | … | … | 1.23 | 0.89 | 1.28 | -0.91 | -0.37 | 1.50 | 0.26 | 1.56 | 1.95 | -0.91 | 0.10 | 0.92 | -0.43 | -0.36 | 1.29 |
| Standard Deviation(%) | NA | 14.85 | 30.59 | 25.59 | 21.71 | NA | NA | … | … | 11.74 | 17.90 | 29.86 | 41.34 | 15.09 | 8.94 | 9.14 | 10.66 | 17.31 | 26.29 | 19.23 | 20.51 | 14.84 | 16.90 | 13.84 |
| Draw Down(%) | NA | 8.00 | 48.84 | 58.77 | 58.77 | NA | NA | … | … | 6.73 | 15.28 | 30.06 | 48.70 | 12.54 | 5.81 | 5.64 | 7.53 | 14.91 | 39.02 | 21.91 | 14.42 | 22.19 | 28.55 | 9.02 |
| Yield(%) | 0.00 | 1.16 | 1.38 | 4.64 | 4.00 | 5.30 | 3.97 | … | … | 0.00 | 1.22 | 1.66 | 2.01 | 7.65 | 12.21 | 9.19 | 1.56 | 1.52 | 0.69 | 1.15 | 1.16 | 12.73 | 15.74 | 12.54 |
Data as of 06/07/2011, Common starting date is 02/11/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPVAX (Morgan Stanley Inst Value P) |
-17.53%
Feb 2006 – Feb 2009 |
-7.81%
Feb 2004 – Feb 2009 |
-0.55%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPVAX (Morgan Stanley Inst Value P) |
22.20%
Mar 2003 – Mar 2006 |
17.26%
Sep 2002 – Sep 2007 |
8.30%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart