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 Strategic Asset Allocation – Optimal Moderate | NA | 26.93% | 8.52% | 14.00% | 8.95% | 8.87% | 8.10% | … | … |
Data as of 08/30/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morgan Stanley 401(k) Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.42 | 26.93 | 8.52 | 14.00 | 8.95 | 8.87 | 8.10 | … | … | 19.13 | 21.31 | -10.04 | 13.86 | 29.71 | 16.50 | -3.46 | 11.15 | 3.99 | -0.57 | 0.39 | 13.16 | 12.34 | -3.58 | 12.31 | 25.01 | -26.78 | 12.66 | 11.48 | 9.91 | 13.99 | 24.26 | -2.59 | -0.32 |
| Sharpe Ratio | NA | 3.22 | 0.51 | 1.08 | 0.81 | NA | NA | … | … | 1.93 | 2.38 | -0.93 | 1.39 | 1.84 | 1.74 | -0.47 | 2.49 | 0.43 | -0.07 | 0.06 | 1.83 | 1.56 | -0.25 | 1.02 | 1.49 | -1.25 | 0.95 | 1.05 | 1.36 | 1.87 | 3.02 | -0.37 | -0.29 |
| Standard Deviation(%) | NA | 6.92 | 9.66 | 11.08 | 9.74 | NA | NA | … | … | 6.76 | 7.17 | 12.30 | 9.93 | 16.02 | 8.70 | 10.05 | 4.23 | 8.72 | 8.47 | 6.64 | 7.16 | 7.90 | 14.53 | 11.95 | 16.73 | 22.07 | 10.18 | 7.83 | 5.70 | 6.98 | 7.81 | 9.97 | 9.11 |
| Draw Down(%) | NA | 3.59 | 19.80 | 19.80 | 19.80 | NA | NA | … | … | 3.59 | 4.07 | 18.17 | 5.04 | 17.21 | 5.41 | 11.87 | 1.66 | 7.42 | 9.14 | 5.84 | 6.78 | 7.04 | 14.46 | 9.04 | 16.11 | 36.16 | 6.62 | 9.77 | 3.99 | 6.52 | 7.68 | 14.33 | 14.84 |
| Yield(%) | NA | 15.14 | 11.98 | 8.61 | 5.71 | NA | NA | … | … | 4.51 | 14.08 | 9.74 | 7.14 | 3.77 | 3.50 | 5.09 | 0.56 | 3.37 | 2.74 | 2.59 | 3.92 | 2.27 | 3.07 | 1.93 | 2.35 | 4.11 | 7.59 | 8.25 | 4.01 | 4.42 | 2.86 | 2.37 | 2.90 |
Data as of 08/30/2024, 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 Strategic Asset Allocation – Optimal Moderate |
-7.20%
Feb 2006 – Feb 2009 |
-0.13%
Feb 2004 – Feb 2009 |
3.39%
Oct 2007 – Oct 2017 |
4.71%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morgan Stanley 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
19.83%
Dec 2018 – Dec 2021 |
15.57%
Oct 2002 – Oct 2007 |
9.53%
Sep 2011 – Sep 2021 |
9.95%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart