Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REFDX (Morgan Stanley Real Estate I ) | NA | 0.88% | 22.50% | -3.19% | 10.26% | NA | NA | … | … |
Data as of 12/09/2011, Common starting date is 12/28/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REFDX (Morgan Stanley Real Estate I ) | 12/28/2000 | 12/09/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.88 | 22.50 | -3.19 | 10.26 | NA | NA | … | … | -2.92 | 31.45 | 31.57 | -39.69 | -15.53 | 38.35 | 17.18 | 38.17 | 38.03 | -0.93 | 8.34 | -1.59 |
| Sharpe Ratio | NA | 0.03 | 0.48 | -0.08 | 0.25 | NA | NA | … | … | -0.10 | 1.18 | 0.48 | -0.54 | -0.74 | 2.44 | 0.99 | 2.29 | 3.19 | -0.14 | 0.54 | NA |
| Standard Deviation(%) | NA | 29.46 | 46.84 | 49.11 | 36.25 | NA | NA | … | … | 30.21 | 26.51 | 65.42 | 74.88 | 25.26 | 14.41 | 15.15 | 16.26 | 11.71 | 14.78 | 11.08 | 0.00 |
| Draw Down(%) | NA | 24.14 | 42.38 | 73.44 | 73.44 | NA | NA | … | … | 24.14 | 16.59 | 41.46 | 64.18 | 27.82 | 8.08 | 10.57 | 16.23 | 7.18 | 21.59 | 14.02 | 1.59 |
| Yield(%) | 0.00 | 0.42 | 10.21 | 10.29 | 16.87 | 11.68 | 8.76 | … | … | 0.40 | 2.77 | 3.53 | 16.79 | 31.59 | 24.79 | 31.07 | 11.58 | 5.37 | 5.09 | 8.62 | 0.00 |
Data as of 12/09/2011, Common starting date is 12/28/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REFDX (Morgan Stanley Real Estate I ) |
-24.68%
Feb 2006 – Feb 2009 |
-6.66%
Feb 2004 – Feb 2009 |
9.90%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REFDX (Morgan Stanley Real Estate I ) |
36.35%
Mar 2003 – Mar 2006 |
27.18%
Jan 2002 – Jan 2007 |
12.59%
Apr 2001 – Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart