Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/25/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSIQX (INTERNATIONAL EQUITY PORTFOLIO CLASS I) | 8.87% | -17.99% | -5.20% | -0.89% | -0.69% | 1.96% | 2.60% | 6.00% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSIQX (INTERNATIONAL EQUITY PORTFOLIO CLASS I) | 12/28/1989 | 04/25/2025 |
The return data shown below all have the same latest date: 04/25/2025.
AR inception is since 12/28/1989.
AR inception is since 12/28/1989.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.20 | -17.99 | -5.20 | -0.89 | -0.69 | 1.96 | 2.60 | 6.00 | 8.87 | -23.62 | 14.38 | -19.42 | -4.14 | 11.43 | 20.49 | -13.92 | 25.18 | -2.00 | 0.39 | -6.05 | 20.41 | 19.61 | -7.64 | 6.07 | 21.57 | -30.65 | 9.62 | 22.43 | 6.47 | 20.05 | 32.73 | -3.94 | -9.72 | 9.30 | 16.96 | 18.42 | 13.98 | 19.65 | -0.90 | 10.20 | 43.17 | -2.92 | 8.40 | -6.49 | 4.99 |
| Sharpe Ratio | NA | -0.70 | -0.38 | -0.15 | -0.12 | NA | NA | 0.23 | 1.22 | -0.92 | 0.75 | -0.87 | -0.27 | 0.40 | 1.83 | -1.11 | 3.18 | -0.12 | 0.02 | -0.52 | 1.66 | 1.26 | -0.29 | 0.31 | 0.91 | -0.85 | 0.44 | 1.45 | 0.43 | 1.52 | 2.21 | -0.25 | -0.90 | 0.46 | 1.32 | 0.92 | 0.86 | 2.33 | -0.37 | 0.73 | 4.05 | -0.43 | 0.28 | -0.55 | NA |
| Standard Deviation(%) | NA | 34.69 | 24.83 | 22.21 | 19.82 | NA | NA | 17.64 | 23.17 | 32.71 | 13.55 | 23.91 | 15.45 | 28.09 | 10.41 | 13.82 | 7.76 | 18.53 | 16.43 | 11.67 | 12.29 | 15.62 | 26.59 | 19.59 | 23.72 | 37.19 | 15.09 | 13.24 | 9.92 | 12.61 | 14.49 | 19.92 | 13.64 | 11.38 | 10.39 | 16.42 | 12.17 | 6.86 | 12.92 | 9.93 | 10.09 | 12.27 | 16.79 | 21.18 | 0.00 |
| Draw Down(%) | NA | 35.86 | 35.86 | 41.63 | 41.63 | NA | NA | 49.38 | 14.09 | 33.05 | 14.04 | 28.98 | 16.18 | 31.51 | 8.12 | 20.21 | 3.44 | 11.26 | 15.97 | 14.01 | 8.73 | 14.10 | 23.16 | 17.35 | 25.60 | 45.13 | 11.38 | 12.92 | 5.89 | 7.66 | 16.24 | 19.98 | 21.36 | 8.96 | 7.25 | 21.31 | 9.27 | 5.51 | 8.87 | 6.46 | 5.35 | 15.27 | 17.51 | 21.35 | 0.00 |
| Yield(%) | 0.00 | 3.44 | 2.23 | 2.32 | 3.40 | 3.70 | 4.75 | 9.74 | 0.00 | 3.54 | 2.52 | 0.87 | 2.00 | 1.48 | 11.17 | 11.12 | 2.35 | 1.05 | 2.84 | 2.87 | 1.94 | 2.38 | 2.28 | 1.50 | 3.19 | 11.69 | 17.15 | 20.68 | 9.63 | 9.71 | 2.21 | 2.32 | 2.99 | 17.35 | 9.06 | 11.81 | 12.55 | 7.63 | 0.43 | 1.29 | 1.41 | 0.00 | 1.77 | 1.43 | 0.60 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIQX (INTERNATIONAL EQUITY PORTFOLIO CLASS I) |
-11.04%
Dec 2021 - Dec 2024 |
-5.54%
Dec 2019 - Dec 2024 |
-0.47%
Feb 2015 - Feb 2025 |
0.62%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIQX (INTERNATIONAL EQUITY PORTFOLIO CLASS I) |
26.10%
Mar 2003 - Mar 2006 |
19.62%
Sep 2002 - Sep 2007 |
13.01%
Dec 1990 - Dec 2000 |
13.59%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart