Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Morgan Stanley 401(k) Plan Tactical Asset Allocation Moderate | NA | 16.33% | 1.83% | 9.14% | 5.63% | 6.53% | 8.74% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morgan Stanley 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.16 | 16.33 | 1.83 | 9.14 | 5.63 | 6.53 | 8.74 | … | … | 0.46 | 2.42 | 10.45 | -10.50 | 7.36 | 33.54 | 12.24 | -3.29 | 10.11 | 1.57 | -6.79 | -1.59 | 17.80 | 11.26 | 1.60 | 11.75 | 17.19 | 5.21 | 19.14 | 18.56 | 13.30 | 17.13 | 29.16 | 4.79 | -1.57 |
| Sharpe Ratio | NA | -0.32 | -0.34 | 0.39 | 0.30 | NA | NA | … | … | 0.07 | -0.45 | 0.76 | -1.05 | 0.52 | 1.64 | 1.33 | -0.34 | 1.82 | 0.14 | -0.73 | -0.17 | 2.28 | 1.60 | 0.11 | 1.04 | 1.55 | 0.89 | 1.34 | 1.52 | 1.70 | 1.81 | 4.62 | 0.91 | -0.70 |
| Standard Deviation(%) | NA | 9.10 | 9.63 | 13.37 | 11.63 | NA | NA | … | … | 5.80 | 9.21 | 8.14 | 11.30 | 14.07 | 20.34 | 8.12 | 13.49 | 5.20 | 9.96 | 9.38 | 9.27 | 7.81 | 7.01 | 14.35 | 11.26 | 11.06 | 4.83 | 12.03 | 10.08 | 6.57 | 8.94 | 6.16 | 4.03 | 5.53 |
| Draw Down(%) | NA | 7.96 | 16.40 | 22.75 | 22.75 | NA | NA | … | … | 0.33 | 7.96 | 7.36 | 16.72 | 16.27 | 22.75 | 7.94 | 16.94 | 2.25 | 8.85 | 9.38 | 10.49 | 7.18 | 5.44 | 13.86 | 9.30 | 5.46 | 2.72 | 9.52 | 13.64 | 5.19 | 10.19 | 2.58 | 2.30 | 8.91 |
| Yield(%) | NA | 3.50 | 4.81 | 4.68 | 3.83 | NA | NA | … | … | NA | 1.28 | 3.41 | 5.99 | 4.28 | 5.53 | 4.10 | 3.28 | 1.19 | 4.49 | 3.32 | 2.16 | 5.91 | 4.25 | 3.86 | 1.72 | 3.69 | 4.77 | 13.12 | 11.44 | 4.54 | 6.05 | 5.75 | 5.73 | 4.99 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morgan Stanley 401(k) Plan Tactical Asset Allocation Moderate |
-3.23%
Feb 2014 – Feb 2017 |
-0.16%
Dec 2013 – Dec 2018 |
3.56%
Mar 2010 – Mar 2020 |
6.03%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morgan Stanley 401(k) Plan Tactical Asset Allocation Moderate |
22.86%
Apr 2003 – Apr 2006 |
19.86%
Oct 2002 – Oct 2007 |
14.87%
Apr 2001 – Apr 2011 |
11.03%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart