Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTGBX (MORGAN STANLEY MORTGAGE SECURITIES TRUST B) | NA | 3.46% | 2.40% | 2.97% | 3.98% | 2.99% | 3.60% | … | … |
Data as of 09/25/2019, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTGBX (MORGAN STANLEY MORTGAGE SECURITIES TRUST B) | 06/21/1996 | 09/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.46 | 2.40 | 2.97 | 3.98 | 2.99 | 3.60 | … | … | 1.64 | 1.03 | 5.55 | 3.74 | 0.58 | 6.76 | 2.07 | 7.92 | 4.94 | 5.12 | 6.19 | -9.21 | 4.53 | 2.83 | 1.73 | 2.82 | 1.14 | 9.11 | 5.69 | 10.54 | -4.53 | 9.13 | 8.94 | 6.34 |
| Sharpe Ratio | NA | 1.25 | 0.64 | 0.99 | 0.60 | NA | NA | … | … | 0.58 | -0.15 | 2.22 | 1.50 | 0.20 | 2.34 | 0.70 | 3.20 | 1.67 | 0.29 | 1.91 | -1.40 | 0.46 | -0.23 | -0.25 | 0.75 | 0.15 | 1.93 | 0.64 | 1.41 | -1.49 | 1.16 | 1.22 | 1.70 |
| Standard Deviation(%) | NA | 1.48 | 2.08 | 2.31 | 6.01 | NA | NA | … | … | 1.09 | 2.29 | 2.22 | 2.36 | 2.78 | 2.88 | 2.89 | 2.48 | 2.94 | 17.43 | 3.19 | 7.23 | 3.01 | 2.50 | 2.12 | 2.47 | 2.76 | 4.12 | 5.12 | 4.46 | 5.30 | 4.89 | 4.30 | 5.13 |
| Draw Down(%) | NA | 0.74 | 2.60 | 2.60 | 13.50 | NA | NA | … | … | 0.60 | 1.56 | 0.84 | 2.60 | 1.44 | 0.93 | 4.04 | 1.42 | 1.40 | 13.50 | 1.84 | 13.37 | 1.73 | 1.66 | 1.63 | 2.63 | 2.17 | 2.52 | 4.11 | 3.63 | 5.98 | 3.08 | 3.01 | 2.21 |
| Yield(%) | 0.00 | 1.36 | 2.32 | 3.16 | 3.64 | 3.31 | 3.74 | … | … | 0.43 | 2.77 | 2.70 | 3.34 | 4.45 | 6.25 | 5.22 | 3.30 | 3.07 | 2.08 | 2.66 | 3.72 | 4.53 | 4.30 | 3.66 | 2.56 | 4.18 | 4.29 | 5.09 | 6.28 | 5.81 | 6.06 | 6.44 | 3.80 |
Data as of 09/25/2019, 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 |
|---|---|---|---|---|
| MTGBX (MORGAN STANLEY MORTGAGE SECURITIES TRUST B) |
-1.42%
Jul 2005 – Jul 2008 |
0.15%
Oct 2003 – Oct 2008 |
2.09%
Oct 1998 – Oct 2008 |
2.95%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGBX (MORGAN STANLEY MORTGAGE SECURITIES TRUST B) |
8.54%
Jan 2000 – Jan 2003 |
6.57%
Aug 1996 – Aug 2001 |
4.96%
Aug 1996 – Aug 2006 |
4.11%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart