Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSFVX (Morgan Stanley Inst Long Dur Fix Inc P) | NA | -26.68% | -2.15% | 1.26% | NA | NA | NA | … | … |
Data as of 03/26/2013, Common starting date is 07/24/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSFVX (Morgan Stanley Inst Long Dur Fix Inc P) | 07/24/2006 | 03/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -29.33 | -26.68 | -2.15 | 1.26 | NA | NA | NA | … | … | -29.33 | 2.07 | 20.45 | 8.55 | 3.71 | 10.62 | 6.69 | 3.00 |
| Sharpe Ratio | NA | -0.48 | -0.05 | 0.01 | NA | NA | NA | … | … | -1.09 | 0.32 | 1.48 | 0.69 | 0.25 | 0.75 | 0.48 | 0.61 |
| Standard Deviation(%) | NA | 55.80 | 48.26 | 75.66 | NA | NA | NA | … | … | 71.74 | 6.36 | 13.83 | 12.27 | 14.33 | 12.79 | 7.66 | 5.74 |
| Draw Down(%) | NA | 29.68 | 29.68 | 29.68 | NA | NA | NA | … | … | 29.33 | 4.94 | 5.57 | 9.82 | 8.97 | 13.38 | 6.07 | 3.74 |
| Yield(%) | 0.00 | 0.93 | 5.22 | 6.14 | 3.74 | 2.50 | 1.87 | … | … | 0.00 | 0.92 | 6.02 | 8.75 | 9.99 | 5.08 | 4.53 | 0.00 |
Data as of 03/26/2013, Common starting date is 07/24/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSFVX (Morgan Stanley Inst Long Dur Fix Inc P) |
6.39%
Jan 2008 – Jan 2011 |
8.14%
Aug 2006 – Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSFVX (Morgan Stanley Inst Long Dur Fix Inc P) |
17.63%
Oct 2008 – Oct 2011 |
10.63%
Jun 2007 – Jun 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart