Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSRHX (Morgan Stanley Inst Glbl Real Estate H) | NA | 6.29% | 5.19% | 13.14% | NA | NA | NA | … | … |
Data as of 10/23/2013, Common starting date is 01/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSRHX (Morgan Stanley Inst Glbl Real Estate H) | 01/04/2008 | 10/23/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.29 | 5.19 | 13.14 | NA | NA | NA | … | … | -0.41 | 29.82 | -9.89 | 19.96 | 35.83 | -42.12 |
| Sharpe Ratio | NA | 0.50 | 0.28 | 0.44 | NA | NA | NA | … | … | -0.04 | 2.27 | -0.38 | 0.96 | 0.88 | -0.86 |
| Standard Deviation(%) | NA | 12.43 | 18.58 | 29.70 | NA | NA | NA | … | … | 12.95 | 13.22 | 25.81 | 20.71 | 40.58 | 50.58 |
| Draw Down(%) | NA | 15.04 | 25.37 | 41.16 | NA | NA | NA | … | … | 15.04 | 9.33 | 25.37 | 14.00 | 37.32 | 63.27 |
| Yield(%) | 0.00 | 3.35 | 2.29 | 2.27 | 0.67 | 0.45 | 0.34 | … | … | 0.00 | 4.02 | 1.56 | 2.42 | 0.00 | 0.00 |
Data as of 10/23/2013, Common starting date is 01/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSRHX (Morgan Stanley Inst Glbl Real Estate H) |
-2.44%
Apr 2008 – Apr 2011 |
1.66%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSRHX (Morgan Stanley Inst Glbl Real Estate H) |
32.20%
Feb 2009 – Feb 2012 |
5.83%
Sep 2008 – Sep 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart