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MTGBX: MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MUTUAL FUND)
Basic Info
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/21/1996 |
Last Dividend Date: | 02/28/2019 |
12-Mo. Yield | 2.15% |
Expenses | 1.60% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 1.0 | 2.3 | 3.5 | 3.0 | 3.6 | 4.0 | 1.6 | 1.0 | 5.5 | 3.7 | 0.6 | 6.8 | 2.1 | 7.9 | 4.9 | 5.1 | 6.2 | -9.2 | 4.5 | 2.8 | 1.7 | 2.8 | 1.1 | 9.1 | 5.7 | 10.5 | -4.5 | 9.1 | 8.9 | 6.3 |
Sharpe Ratio | NA | 1.3 | 0.67 | 1.0 | 0.6 | NA | NA | 0.49 | 0.64 | -0.13 | 2.23 | 1.49 | 0.2 | 2.34 | 0.7 | 3.2 | 1.67 | 0.29 | 1.91 | -1.4 | 0.5 | -0.19 | -0.2 | 0.76 | 0.16 | 1.94 | 0.67 | 1.46 | -1.46 | 1.19 | 1.26 | 1.73 |
Draw Down(%) | NA | 0.7 | 2.6 | 2.6 | 13.5 | NA | NA | 13.5 | 0.6 | 1.6 | 0.8 | 2.6 | 1.4 | 0.9 | 4.0 | 1.4 | 1.4 | 13.5 | 1.8 | 13.4 | 1.7 | 1.7 | 1.6 | 2.6 | 2.2 | 2.5 | 4.1 | 3.6 | 6.0 | 3.1 | 3.0 | 2.2 |
Standard Deviation(%) | NA | 1.5 | 2.1 | 2.3 | 6.0 | NA | NA | 5.1 | 1.1 | 2.3 | 2.2 | 2.4 | 2.8 | 2.9 | 2.9 | 2.5 | 2.9 | 17.4 | 3.2 | 7.2 | 3.0 | 2.5 | 2.1 | 2.5 | 2.8 | 4.1 | 5.1 | 4.5 | 5.3 | 4.9 | 4.3 | 5.1 |
Treynor Ratio | NA | 0.1 | 0.03 | 0.06 | 0.09 | NA | NA | 0.05 | 0.06 | 0.0 | 0.08 | 0.1 | 0.01 | 0.15 | 0.04 | 0.26 | 0.14 | 0.15 | 0.18 | -0.21 | 0.03 | -0.01 | -0.01 | 0.05 | 0.02 | 0.12 | 0.05 | 0.08 | -0.08 | 0.08 | 0.07 | 0.12 |
Alpha | NA | 0.0 | 0.0 | 0.01 | 0.01 | NA | NA | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.0 | 0.02 | 0.01 | 0.03 | 0.01 | 0.02 | 0.03 | -0.06 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.2 | 0.43 | 0.39 | 0.38 | NA | NA | 0.51 | 0.12 | 0.62 | 0.61 | 0.34 | 0.4 | 0.46 | 0.46 | 0.31 | 0.36 | 0.34 | 0.35 | 0.47 | 0.45 | 0.49 | 0.4 | 0.38 | 0.26 | 0.64 | 0.63 | 0.79 | 0.94 | 0.77 | 0.78 | 0.76 |
RSquared | NA | 0.24 | 0.44 | 0.37 | 0.06 | NA | NA | 0.24 | 0.18 | 0.6 | 0.65 | 0.29 | 0.39 | 0.27 | 0.37 | 0.15 | 0.37 | 0.01 | 0.53 | 0.25 | 0.49 | 0.51 | 0.49 | 0.58 | 0.27 | 0.8 | 0.68 | 0.67 | 0.84 | 0.75 | 0.63 | 0.73 |
Yield(%) | N/A | 1.5 | 2.3 | 3.2 | 3.6 | 3.3 | 3.7 | N/A | 0.5 | 2.8 | 2.7 | 3.3 | 4.7 | 6.1 | 5.1 | 3.0 | 3.0 | 2.1 | 2.7 | 3.8 | 4.4 | 4.4 | 3.7 | 2.5 | 4.3 | 4.4 | 5.2 | 6.0 | 5.8 | 6.0 | 6.7 | 3.8 |
Dividend Growth(%) | N/A | -50.0 | -55.3 | -11.0 | -23.2 | N/A | N/A | N/A | -83.3 | 9.1 | -18.5 | -32.5 | -23.1 | 15.6 | 80.0 | 0.0 | 47.1 | -19.0 | -38.2 | -12.8 | -2.5 | 17.6 | 47.8 | -42.5 | 0.0 | -14.9 | -9.6 | -7.1 | -1.8 | -6.6 | 79.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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