Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VLUAX (Morgan Stanley Value A) | NA | -10.44% | 21.27% | -2.01% | 3.18% | NA | NA | … | … |
Data as of 02/24/2012, Common starting date is 12/06/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VLUAX (Morgan Stanley Value A) | 12/06/2000 | 02/24/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.44 | 21.27 | -2.01 | 3.18 | NA | NA | … | … | 0.00 | -5.96 | 16.21 | 33.56 | -34.91 | -2.74 | 16.47 | 4.36 | 16.94 | 32.54 | -24.41 | 0.88 | 4.87 |
| Sharpe Ratio | NA | -0.43 | 0.93 | -0.10 | 0.10 | NA | NA | … | … | 0.00 | -0.24 | 0.90 | 1.13 | -0.85 | -0.39 | 1.48 | 0.24 | 1.56 | 1.85 | -0.95 | -0.08 | 6.14 |
| Standard Deviation(%) | NA | 24.54 | 22.90 | 27.86 | 22.81 | NA | NA | … | … | NA | 25.06 | 17.88 | 29.70 | 41.97 | 14.72 | 8.93 | 8.98 | 10.28 | 17.19 | 26.95 | 17.64 | 17.52 |
| Draw Down(%) | NA | 22.60 | 22.60 | 58.22 | 58.22 | NA | NA | … | … | 0.00 | 22.60 | 15.35 | 30.29 | 48.41 | 12.18 | 5.74 | 5.61 | 7.36 | 15.25 | 40.02 | 20.59 | 2.35 |
| Yield(%) | 0.00 | 0.00 | 1.44 | 2.56 | 2.93 | 1.99 | 1.49 | … | … | 0.00 | 0.00 | 1.19 | 1.89 | 1.98 | 9.36 | 5.67 | 2.13 | 1.28 | 0.97 | 0.00 | 0.00 | 0.00 |
Data as of 02/24/2012, Common starting date is 12/06/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUAX (Morgan Stanley Value A) |
-17.28%
Feb 2006 – Feb 2009 |
-7.76%
Feb 2004 – Feb 2009 |
2.78%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUAX (Morgan Stanley Value A) |
21.25%
Mar 2003 – Mar 2006 |
16.84%
Sep 2002 – Sep 2007 |
4.19%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart