Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VLUCX (Morgan Stanley Value C) | NA | -9.98% | 20.83% | -2.49% | 2.56% | NA | NA | … | … |
Data as of 02/24/2012, Common starting date is 08/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VLUCX (Morgan Stanley Value C) | 08/23/1999 | 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 | -9.98 | 20.83 | -2.49 | 2.56 | NA | NA | … | … | 0.00 | -5.64 | 15.42 | 32.51 | -35.33 | -3.53 | 15.73 | 3.56 | 16.07 | 31.50 | -24.89 | 0.09 | 17.21 | -8.84 |
| Sharpe Ratio | NA | -0.41 | 0.91 | -0.12 | 0.07 | NA | NA | … | … | 0.00 | -0.23 | 0.86 | 1.09 | -0.86 | -0.45 | 1.40 | 0.16 | 1.47 | 1.80 | -0.96 | -0.13 | 0.66 | -1.70 |
| Standard Deviation(%) | NA | 24.48 | 22.93 | 27.90 | 22.83 | NA | NA | … | … | NA | 25.04 | 17.89 | 29.87 | 41.97 | 14.75 | 8.90 | 8.96 | 10.27 | 17.12 | 26.94 | 17.66 | 20.06 | 15.27 |
| Draw Down(%) | NA | 22.86 | 22.86 | 58.75 | 58.75 | NA | NA | … | … | 0.00 | 22.86 | 15.51 | 30.36 | 48.71 | 12.53 | 5.85 | 5.81 | 7.50 | 15.28 | 40.24 | 20.73 | 15.47 | 15.87 |
| Yield(%) | 0.00 | 0.00 | 0.52 | 2.10 | 2.26 | 1.55 | 1.16 | … | … | 0.00 | 0.00 | 0.16 | 1.05 | 1.34 | 8.80 | 4.99 | 1.25 | 0.58 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/24/2012, Common starting date is 08/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUCX (Morgan Stanley Value C) |
-17.90%
Feb 2006 – Feb 2009 |
-8.44%
Feb 2004 – Feb 2009 |
2.03%
Aug 2001 – Aug 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUCX (Morgan Stanley Value C) |
20.38%
Mar 2003 – Mar 2006 |
16.01%
Sep 2002 – Sep 2007 |
4.34%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart