Find A Portfolio/Ticker
Comparison Box
MAADX: Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio (MUTUAL FUND)
Basic Info 11.32 0.02(0.18%) April 26
Asset Class: | EQUITY |
MyPlanIQ Rating: | (10%) |
Start Date: | 03/22/2021 |
Last Dividend Date: | 12/11/2023 |
12-Mo. Yield | 3.03% |
Expenses | 0.55% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | Since 03/22/2021 |
2023 | 2022 | 2021 | |
---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 0.4 | 19.0 | 6.7 | 7.5 | 11.4 | 0.8 | 6.2 |
Sharpe Ratio | NA | -0.23 | 0.53 | 0.22 | 0.26 | 0.36 | -0.03 | 0.43 |
Draw Down(%) | NA | 7.1 | 14.1 | 20.6 | 20.6 | 20.6 | 20.2 | 9.6 |
Standard Deviation(%) | NA | 14.6 | 17.7 | 20.3 | 20.3 | 20.0 | 24.0 | 18.3 |
Treynor Ratio | NA | -0.05 | 0.09 | 0.05 | 0.06 | 0.06 | -0.01 | 0.09 |
Alpha | NA | -0.04 | -0.02 | 0.01 | 0.01 | -0.06 | 0.07 | -0.05 |
Beta | NA | 0.74 | 1.03 | 0.87 | 0.87 | 1.15 | 0.8 | 0.91 |
RSquared | NA | 0.36 | 0.5 | 0.59 | 0.58 | 0.61 | 0.69 | 0.4 |
Yield(%) | N/A | 0.0 | 2.6 | 3.3 | N/A | 2.4 | 2.9 | 4.6 |
Dividend Growth(%) | N/A | -100.0 | -19.4 | N/A | N/A | -19.4 | -32.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/22/2021
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |