Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMPBX (Morgan Stanley Special Growth B) | NA | -5.62% | 20.26% | -0.21% | 0.28% | 1.55% | NA | … | … |
Data as of 12/09/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMPBX (Morgan Stanley Special Growth B) | 06/21/1996 | 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 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.62 | 20.26 | -0.21 | 0.28 | 1.55 | NA | … | … | -7.97 | 23.24 | 45.50 | -40.81 | 2.01 | 10.86 | 11.69 | 18.51 | 43.42 | -51.08 | -33.99 | -37.95 | 132.97 | 19.39 | 10.64 | -6.01 |
| Sharpe Ratio | NA | -0.21 | 0.78 | -0.04 | -0.05 | NA | NA | … | … | -0.31 | 1.11 | 1.61 | -1.09 | -0.05 | 0.44 | 0.67 | 1.06 | 2.21 | -1.47 | -0.70 | -0.72 | 3.70 | 0.51 | 0.32 | -0.63 |
| Standard Deviation(%) | NA | 26.53 | 25.85 | 27.46 | 24.95 | NA | NA | … | … | 27.23 | 20.89 | 28.14 | 38.34 | 18.86 | 17.29 | 14.23 | 16.53 | 19.33 | 35.48 | 52.39 | 58.74 | 35.07 | 31.76 | 21.84 | 22.97 |
| Draw Down(%) | NA | 28.75 | 28.75 | 59.07 | 59.07 | NA | NA | … | … | 28.75 | 15.02 | 24.82 | 52.09 | 14.24 | 20.16 | 9.78 | 15.41 | 13.73 | 57.59 | 57.82 | 58.85 | 20.85 | 42.41 | 27.16 | 18.78 |
| Yield(%) | 0.00 | 2.08 | 1.28 | 0.44 | 0.24 | 1.88 | 1.36 | … | … | 2.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.17 | 0.00 | 0.00 | 0.00 | 0.00 | 3.37 | 12.81 | 0.00 | 0.00 | 0.00 |
Data as of 12/09/2011, 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 |
|---|---|---|---|---|
| SMPBX (Morgan Stanley Special Growth B) |
-46.21%
Feb 2000 – Feb 2003 |
-22.40%
Feb 2000 – Feb 2005 |
-11.73%
Feb 2000 – Feb 2010 |
0.43%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMPBX (Morgan Stanley Special Growth B) |
61.70%
Mar 1997 – Mar 2000 |
18.47%
Oct 2002 – Oct 2007 |
5.50%
Apr 1997 – Apr 2007 |
2.78%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart