Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRTCX (Morgan Stanley Global Strategist C) | NA | 2.98% | 2.20% | -0.93% | 5.40% | NA | NA | … | … |
Data as of 12/13/2012, Common starting date is 11/11/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRTCX (Morgan Stanley Global Strategist C) | 11/11/1998 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.98 | 2.20 | -0.93 | 5.40 | NA | NA | … | … | 1.12 | -4.06 | 9.63 | 18.73 | -24.26 | 7.41 | 13.84 | 6.98 | 9.14 | 24.74 | -16.14 | -11.08 | 1.30 | 21.92 | 6.22 |
| Sharpe Ratio | NA | 0.23 | 0.16 | -0.07 | 0.32 | NA | NA | … | … | 0.09 | -0.26 | 0.74 | 1.22 | -1.16 | 0.43 | 1.38 | 0.64 | 0.95 | 1.96 | -1.14 | -1.21 | -0.18 | 1.35 | 4.49 |
| Standard Deviation(%) | NA | 12.93 | 14.01 | 16.19 | 13.32 | NA | NA | … | … | 12.42 | 15.81 | 12.98 | 15.27 | 21.55 | 10.23 | 7.70 | 7.58 | 8.64 | 12.26 | 15.16 | 11.24 | 15.51 | 13.86 | 11.91 |
| Draw Down(%) | NA | 10.19 | 16.71 | 34.55 | 35.63 | NA | NA | … | … | 10.19 | 16.71 | 11.69 | 14.73 | 32.20 | 6.52 | 6.25 | 4.67 | 6.67 | 10.15 | 23.86 | 18.55 | 13.07 | 7.31 | 3.56 |
| Yield(%) | 0.00 | 7.20 | 7.56 | 5.35 | 5.88 | 5.06 | 3.80 | … | … | 0.00 | 6.75 | 15.90 | 0.88 | 1.66 | 8.11 | 8.00 | 0.84 | 0.76 | 0.45 | 0.51 | 1.59 | 14.08 | 10.18 | 8.32 |
Data as of 12/13/2012, Common starting date is 11/11/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTCX (Morgan Stanley Global Strategist C) |
-12.46%
Feb 2000 – Feb 2003 |
-1.39%
Oct 2007 – Oct 2012 |
1.07%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTCX (Morgan Stanley Global Strategist C) |
16.48%
Mar 2003 – Mar 2006 |
13.22%
Sep 2002 – Sep 2007 |
6.85%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart