Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NREBX (Morgan Stanley Natural Resource Dev B) | NA | 28.96% | -6.87% | 0.93% | 5.92% | NA | NA | … | … |
Data as of 03/05/2010, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NREBX (Morgan Stanley Natural Resource Dev B) | 06/21/1996 | 03/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.96 | -6.87 | 0.93 | 5.92 | NA | NA | … | … | -20.91 | 31.83 | -45.48 | 38.19 | 8.74 | 45.05 | 32.93 | 22.69 | -13.98 | -13.64 | 12.92 | 26.36 | -21.75 | 13.87 | 15.28 |
| Sharpe Ratio | NA | 0.71 | -0.17 | -0.02 | 0.12 | NA | NA | … | … | -1.41 | 0.84 | -0.78 | 1.52 | 0.21 | 1.76 | 1.64 | 1.23 | -0.54 | -0.73 | 0.41 | 1.16 | -1.12 | -2.63 | 2.78 |
| Standard Deviation(%) | NA | 40.64 | 47.09 | 41.42 | 34.76 | NA | NA | … | … | 53.21 | 37.59 | 59.17 | 23.24 | 25.84 | 24.32 | 19.53 | 17.91 | 27.98 | 22.11 | 21.59 | 19.99 | 22.30 | 15.67 | 9.87 |
| Draw Down(%) | NA | 26.02 | 63.06 | 63.06 | 63.06 | NA | NA | … | … | 26.02 | 26.88 | 62.43 | 14.39 | 19.89 | 14.60 | 9.24 | 12.30 | 30.19 | 33.05 | 12.48 | 12.53 | 37.21 | 16.65 | 5.82 |
| Yield(%) | 0.00 | 0.00 | 15.41 | 15.90 | 13.35 | 10.50 | 7.88 | … | … | 0.00 | 0.00 | 21.80 | 19.53 | 22.42 | 10.72 | 5.98 | 0.00 | 0.27 | 0.27 | 0.00 | 0.00 | 1.03 | 12.46 | 15.19 |
Data as of 03/05/2010, 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 |
|---|---|---|---|---|
| NREBX (Morgan Stanley Natural Resource Dev B) |
-11.72%
Mar 2006 – Mar 2009 |
-6.46%
Sep 1997 – Sep 2002 |
4.85%
Apr 1999 – Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NREBX (Morgan Stanley Natural Resource Dev B) |
41.91%
Jan 2003 – Jan 2006 |
32.29%
Jun 2003 – Jun 2008 |
14.71%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart