Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVFBX (Morgan Stanley Special Value B) | NA | 24.26% | 6.21% | 6.04% | 7.52% | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 11/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVFBX (Morgan Stanley Special Value B) | 11/20/1996 | 06/07/2011 |
| 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 | 24.26 | 6.21 | 6.04 | 7.52 | NA | NA | … | … | -2.25 | 29.18 | 30.18 | -28.01 | -1.71 | 24.57 | 7.04 | 16.29 | 38.97 | -18.67 | 18.76 | 25.14 | 4.50 | -7.22 | 26.45 | 3.36 |
| Sharpe Ratio | NA | 1.15 | 0.17 | 0.17 | 0.27 | NA | NA | … | … | -0.26 | 1.30 | 0.98 | -0.70 | -0.27 | 1.59 | 0.38 | 1.21 | 2.83 | -1.02 | 1.14 | 1.58 | 0.13 | -0.74 | -3.19 | 8.79 |
| Standard Deviation(%) | NA | 21.07 | 32.61 | 27.96 | 22.52 | NA | NA | … | … | 19.79 | 22.31 | 30.70 | 41.45 | 17.78 | 13.41 | 12.90 | 12.64 | 13.54 | 19.38 | 14.71 | 13.38 | 9.94 | 14.22 | 8.98 | 3.71 |
| Draw Down(%) | NA | 11.54 | 49.26 | 55.97 | 55.97 | NA | NA | … | … | 10.51 | 18.82 | 31.18 | 46.46 | 15.55 | 10.70 | 9.84 | 10.24 | 11.54 | 31.99 | 15.78 | 5.82 | 11.30 | 29.19 | 7.37 | 0.88 |
| Yield(%) | 0.00 | 3.58 | 4.32 | 12.30 | 10.27 | 11.90 | 8.93 | … | … | 0.00 | 3.57 | 0.00 | 10.07 | 25.70 | 34.87 | 16.22 | 3.17 | 0.00 | 0.00 | 2.36 | 0.06 | 0.00 | 10.14 | 8.54 | 0.26 |
Data as of 06/07/2011, Common starting date is 11/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVFBX (Morgan Stanley Special Value B) |
-12.48%
Feb 2006 – Feb 2009 |
-3.13%
Feb 2004 – Feb 2009 |
5.39%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVFBX (Morgan Stanley Special Value B) |
26.25%
Mar 2003 – Mar 2006 |
18.80%
Sep 2002 – Sep 2007 |
13.06%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart