Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSMDX (Morgan Stanley Inst US Sm/Mid Cap Val I) | NA | 22.31% | 0.98% | NA | NA | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 10/01/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSMDX (Morgan Stanley Inst US Sm/Mid Cap Val I) | 10/01/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.31 | 0.98 | NA | NA | NA | NA | … | … | -4.51 | 24.81 | 33.45 | -38.12 | -6.88 |
| Sharpe Ratio | NA | 1.03 | 0.02 | NA | NA | NA | NA | … | … | -0.45 | 1.26 | 1.25 | -1.00 | -1.57 |
| Standard Deviation(%) | NA | 21.66 | 30.55 | NA | NA | NA | NA | … | … | 22.86 | 19.69 | 26.74 | 38.91 | 17.34 |
| Draw Down(%) | NA | 14.18 | 52.08 | NA | NA | NA | NA | … | … | 14.18 | 17.50 | 28.71 | 52.48 | 10.25 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/07/2011, Common starting date is 10/01/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMDX (Morgan Stanley Inst US Sm/Mid Cap Val I) |
-2.84%
Nov 2007 – Nov 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSMDX (Morgan Stanley Inst US Sm/Mid Cap Val I) |
7.40%
Mar 2008 – Mar 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart