Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSGEX (Morgan Stanley Inst Global Value Eq I) | NA | 23.24% | -8.87% | -0.37% | 2.01% | NA | NA | … | … |
Data as of 12/08/2009, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSGEX (Morgan Stanley Inst Global Value Eq I) | 06/21/1996 | 12/08/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.24 | -8.87 | -0.37 | 2.01 | NA | NA | … | … | 19.59 | -41.80 | 6.73 | 21.37 | 5.83 | 14.14 | 29.22 | -17.28 | -8.41 | 11.94 | 3.90 | 14.61 | 23.78 | 9.38 |
| Sharpe Ratio | NA | 1.15 | -0.39 | -0.11 | 0.01 | NA | NA | … | … | 1.04 | -1.13 | 0.23 | 1.71 | 0.44 | 1.25 | 2.00 | -0.98 | -0.83 | 0.73 | 0.07 | 0.76 | -2.87 | 1.84 |
| Standard Deviation(%) | NA | 20.21 | 26.42 | 21.45 | 18.14 | NA | NA | … | … | 20.06 | 37.60 | 16.18 | 10.59 | 8.26 | 10.55 | 14.25 | 18.73 | 13.06 | 10.80 | 9.69 | 14.77 | 10.93 | 8.15 |
| Draw Down(%) | NA | 22.80 | 56.26 | 56.26 | 56.26 | NA | NA | … | … | 22.80 | 49.56 | 11.64 | 10.46 | 5.32 | 6.69 | 19.66 | 29.81 | 19.94 | 8.69 | 9.70 | 21.21 | 7.44 | 8.08 |
| Yield(%) | 0.00 | 8.21 | 9.59 | 8.57 | 6.87 | 7.49 | 5.62 | … | … | 1.83 | 4.99 | 18.79 | 7.62 | 5.61 | 1.68 | 1.89 | 2.09 | 1.01 | 18.01 | 15.11 | 2.60 | 9.58 | 8.21 |
Data as of 12/08/2009, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSGEX (Morgan Stanley Inst Global Value Eq I) |
-14.37%
Feb 2006 – Feb 2009 |
-5.62%
Feb 2004 – Feb 2009 |
-0.61%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSGEX (Morgan Stanley Inst Global Value Eq I) |
22.76%
Mar 2003 – Mar 2006 |
16.52%
Sep 2002 – Sep 2007 |
9.25%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart