Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRTBX (Morgan Stanley Global Strategist B) | NA | 3.85% | 2.45% | -0.77% | 5.50% | 4.20% | NA | … | … |
Data as of 12/13/2012, Common starting date is 07/19/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRTBX (Morgan Stanley Global Strategist B) | 07/19/1995 | 12/13/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.85 | 2.45 | -0.77 | 5.50 | 4.20 | NA | … | … | 1.93 | -4.00 | 9.60 | 18.69 | -24.26 | 7.34 | 13.85 | 6.99 | 9.35 | 24.65 | -16.14 | -11.07 | 1.43 | 22.02 | 15.49 | 15.79 | 15.27 | 8.86 |
| Sharpe Ratio | NA | 0.31 | 0.19 | -0.06 | 0.33 | NA | NA | … | … | 0.17 | -0.26 | 0.73 | 1.22 | -1.16 | 0.42 | 1.38 | 0.64 | 0.97 | 1.96 | -1.14 | -1.20 | -0.17 | 1.36 | 0.85 | -3.21 | 1.33 | 2.22 |
| Standard Deviation(%) | NA | 12.25 | 13.79 | 16.07 | 13.24 | NA | NA | … | … | 11.84 | 15.81 | 12.99 | 15.26 | 21.62 | 10.25 | 7.66 | 7.59 | 8.63 | 12.25 | 15.08 | 11.29 | 15.54 | 13.85 | 14.25 | 12.23 | 8.75 | 7.63 |
| Draw Down(%) | NA | 9.42 | 16.68 | 34.56 | 35.64 | NA | NA | … | … | 9.42 | 16.68 | 11.74 | 14.79 | 32.17 | 6.52 | 6.26 | 4.68 | 6.46 | 10.17 | 23.87 | 18.61 | 13.06 | 7.28 | 17.98 | 8.29 | 7.35 | 3.12 |
| Yield(%) | 0.00 | 6.81 | 7.35 | 5.23 | 5.78 | 5.58 | 5.98 | … | … | 0.00 | 6.37 | 15.64 | 0.81 | 1.59 | 7.98 | 7.89 | 0.71 | 0.92 | 0.41 | 0.47 | 1.55 | 14.06 | 10.19 | 10.01 | 5.08 | 11.30 | 9.32 |
Data as of 12/13/2012, Common starting date is 07/19/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTBX (Morgan Stanley Global Strategist B) |
-12.45%
Feb 2000 – Feb 2003 |
-1.36%
Mar 1998 – Mar 2003 |
1.08%
Feb 2000 – Feb 2010 |
4.20%
Nov 1997 – Nov 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTBX (Morgan Stanley Global Strategist B) |
20.25%
Mar 1997 – Mar 2000 |
16.20%
Aug 1995 – Aug 2000 |
7.92%
Aug 1995 – Aug 2005 |
6.52%
Oct 1995 – Oct 2010 |
Annualized Rolling Returns Comparison Chart