Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VLUBX (Morgan Stanley Value B) | NA | -9.97% | 20.83% | -2.49% | 2.54% | NA | NA | … | … |
Data as of 02/24/2012, Common starting date is 01/12/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VLUBX (Morgan Stanley Value B) | 01/12/1999 | 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 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.97 | 20.83 | -2.49 | 2.54 | NA | NA | … | … | 0.00 | -5.59 | 15.38 | 32.47 | -35.35 | -3.51 | 15.64 | 3.56 | 16.08 | 31.52 | -24.98 | 0.18 | 17.59 | -2.85 |
| Sharpe Ratio | NA | -0.41 | 0.91 | -0.12 | 0.07 | NA | NA | … | … | 0.00 | -0.22 | 0.85 | 1.09 | -0.87 | -0.44 | 1.39 | 0.16 | 1.47 | 1.78 | -0.97 | -0.12 | 0.68 | -0.43 |
| Standard Deviation(%) | NA | 24.23 | 22.85 | 27.75 | 22.76 | NA | NA | … | … | NA | 25.04 | 17.89 | 29.83 | 41.75 | 14.77 | 8.91 | 8.92 | 10.26 | 17.35 | 26.90 | 17.59 | 20.01 | 14.30 |
| Draw Down(%) | NA | 22.82 | 22.82 | 58.79 | 58.79 | NA | NA | … | … | 0.00 | 22.82 | 15.55 | 30.50 | 48.67 | 12.51 | 5.85 | 5.73 | 7.50 | 15.28 | 40.24 | 20.73 | 15.12 | 21.28 |
| Yield(%) | 0.00 | 0.00 | 0.39 | 2.00 | 2.15 | 1.58 | 1.18 | … | … | 0.00 | 0.00 | 0.16 | 0.72 | 1.18 | 8.65 | 4.77 | 1.16 | 0.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/24/2012, Common starting date is 01/12/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUBX (Morgan Stanley Value B) |
-17.90%
Feb 2006 – Feb 2009 |
-8.45%
Feb 2004 – Feb 2009 |
-2.18%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUBX (Morgan Stanley Value B) |
20.36%
Mar 2003 – Mar 2006 |
15.97%
Sep 2002 – Sep 2007 |
4.33%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart