Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRTDX (Morgan Stanley Global Strategist I) | NA | 2.63% | 2.75% | -0.21% | 6.29% | NA | NA | … | … |
Data as of 12/13/2012, Common starting date is 11/11/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRTDX (Morgan Stanley Global Strategist I) | 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 | 2.63 | 2.75 | -0.21 | 6.29 | NA | NA | … | … | 0.69 | -3.06 | 10.72 | 19.87 | -23.48 | 8.41 | 14.92 | 8.04 | 10.25 | 25.90 | -15.28 | -10.21 | 2.35 | 23.12 | 6.36 |
| Sharpe Ratio | NA | 0.19 | 0.21 | -0.03 | 0.39 | NA | NA | … | … | 0.05 | -0.20 | 0.82 | 1.29 | -1.13 | 0.52 | 1.50 | 0.76 | 1.07 | 2.06 | -1.09 | -1.14 | -0.12 | 1.42 | 4.50 |
| Standard Deviation(%) | NA | 13.25 | 13.97 | 16.09 | 13.20 | NA | NA | … | … | 13.28 | 15.77 | 13.02 | 15.31 | 21.60 | 10.25 | 7.69 | 7.58 | 8.66 | 12.25 | 15.11 | 11.30 | 15.54 | 13.87 | 12.15 |
| Draw Down(%) | NA | 11.12 | 16.31 | 33.77 | 34.75 | NA | NA | … | … | 11.12 | 16.31 | 11.62 | 14.64 | 31.58 | 6.44 | 6.17 | 4.60 | 6.22 | 9.96 | 23.48 | 18.25 | 12.99 | 7.07 | 3.55 |
| Yield(%) | 0.00 | 7.77 | 8.12 | 5.94 | 7.01 | 5.82 | 4.36 | … | … | 0.00 | 7.34 | 16.81 | 1.92 | 2.52 | 9.08 | 8.97 | 1.83 | 1.77 | 1.49 | 1.41 | 2.51 | 14.97 | 11.17 | 8.53 |
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 |
|---|---|---|---|---|
| SRTDX (Morgan Stanley Global Strategist I) |
-11.59%
Feb 2000 – Feb 2003 |
-0.65%
Oct 2007 – Oct 2012 |
2.07%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTDX (Morgan Stanley Global Strategist I) |
17.62%
Mar 2003 – Mar 2006 |
14.33%
Sep 2002 – Sep 2007 |
7.91%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart