Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSISX (INTERNATIONAL SMALL CAP PORTFOLIO CLASS I) | NA | -9.57% | 4.06% | 2.68% | 1.47% | 4.97% | NA | … | … |
Data as of 01/30/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSISX (INTERNATIONAL SMALL CAP PORTFOLIO CLASS I) | 06/21/1996 | 01/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.17 | -9.57 | 4.06 | 2.68 | 1.47 | 4.97 | NA | … | … | -3.17 | -9.75 | 25.75 | 9.90 | -18.33 | 15.73 | 27.44 | -38.42 | -3.74 | 19.72 | 13.13 | 33.66 | 48.31 | -2.98 | -5.88 | -3.02 | 39.34 | 4.16 | -0.34 | 2.25 |
| Sharpe Ratio | NA | -1.02 | 0.31 | 0.15 | 0.03 | NA | NA | … | … | -6.16 | -0.99 | 2.31 | 0.58 | -0.70 | 0.79 | 1.22 | -1.31 | -0.47 | 1.17 | 1.18 | 2.61 | 4.34 | -0.34 | -0.65 | -0.58 | 3.51 | 0.07 | -5.83 | 0.14 |
| Standard Deviation(%) | NA | 9.43 | 12.80 | 17.79 | 18.84 | NA | NA | … | … | 5.41 | 9.88 | 11.13 | 17.15 | 26.05 | 19.82 | 22.42 | 30.05 | 14.58 | 14.04 | 9.32 | 12.55 | 10.98 | 12.12 | 12.91 | 12.10 | 10.28 | 12.16 | 9.50 | 5.86 |
| Draw Down(%) | NA | 18.39 | 20.48 | 30.46 | 58.33 | NA | NA | … | … | 3.24 | 17.16 | 7.09 | 20.48 | 29.61 | 19.97 | 22.06 | 49.77 | 16.28 | 17.16 | 7.40 | 10.25 | 8.62 | 22.42 | 16.32 | 14.17 | 4.30 | 25.84 | 10.49 | 4.21 |
| Yield(%) | 0.00 | 2.41 | 4.66 | 2.89 | 7.13 | 8.33 | 8.38 | … | … | 0.00 | 2.36 | 9.39 | 1.83 | 0.00 | 0.34 | 1.77 | 7.17 | 23.95 | 20.36 | 16.71 | 10.79 | 3.83 | 1.14 | 3.15 | 14.00 | 9.67 | 6.62 | 6.80 | 3.60 |
Data as of 01/30/2015, 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 |
|---|---|---|---|---|
| MSISX (INTERNATIONAL SMALL CAP PORTFOLIO CLASS I) |
-17.52%
Feb 2006 – Feb 2009 |
-8.51%
May 2007 – May 2012 |
1.89%
Dec 2004 – Dec 2014 |
5.13%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSISX (INTERNATIONAL SMALL CAP PORTFOLIO CLASS I) |
36.96%
Mar 2003 – Mar 2006 |
24.21%
Oct 2002 – Oct 2007 |
13.90%
Apr 1997 – Apr 2007 |
8.54%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart