Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSXLX (Morgan Stanley Inst Core Fixed Inc L) | NA | -0.26% | 1.41% | NA | NA | NA | NA | … | … |
Data as of 12/12/2016, Common starting date is 05/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSXLX (Morgan Stanley Inst Core Fixed Inc L) | 05/01/2012 | 12/12/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.26 | 1.41 | NA | NA | NA | NA | … | … | 0.41 | -1.48 | 5.25 | -2.15 | 3.76 |
| Sharpe Ratio | NA | -0.78 | 0.51 | NA | NA | NA | NA | … | … | 0.27 | -0.41 | 2.29 | -0.69 | 2.35 |
| Standard Deviation(%) | NA | 1.10 | 2.58 | NA | NA | NA | NA | … | … | 0.88 | 3.69 | 2.29 | 3.16 | 2.42 |
| Draw Down(%) | NA | 1.18 | 3.28 | NA | NA | NA | NA | … | … | 0.82 | 3.21 | 1.07 | 5.28 | 1.24 |
| Yield(%) | 0.00 | 2.26 | 2.55 | 2.28 | 1.14 | 0.76 | 0.57 | … | … | 0.00 | 4.13 | 2.80 | 2.55 | 1.99 |
Data as of 12/12/2016, Common starting date is 05/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSXLX (Morgan Stanley Inst Core Fixed Inc L) |
0.34%
Apr 2013 – Apr 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSXLX (Morgan Stanley Inst Core Fixed Inc L) |
1.77%
Aug 2013 – Aug 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart