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USGAX: MORGAN STANLEY US GOVERNMENT SECURITIES TRUST A (MUTUAL FUND)
Basic Info 6.27 0.04(0.64%) April 26
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | (22%) |
Start Date: | 07/28/1997 |
Last Dividend Date: | 03/26/2024 |
12-Mo. Yield | 4.18% |
Expenses | 1.62% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 11/12/1998 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.9 | -13.3 | -9.8 | -6.3 | -2.2 | -0.2 | 1.1 | 1.4 | 2.2 | 8.4 | -12.2 | -1.9 | 5.6 | 6.4 | -0.0 | 2.7 | 1.7 | -0.1 | 5.8 | -2.1 | 3.8 | 7.6 | 4.8 | 1.4 | -2.4 | 5.9 | 3.0 | 3.5 | 3.1 | 0.9 | 10.1 | 6.6 | 11.2 | -0.3 | 7.7 | 3.5 |
Sharpe Ratio | NA | -2.18 | -0.75 | -0.73 | -0.41 | -0.18 | NA | NA | 0.19 | 0.26 | -1.82 | -0.68 | 1.29 | 1.55 | -0.45 | 0.77 | 0.55 | -0.05 | 2.51 | -0.76 | 1.53 | 1.92 | 0.37 | 0.3 | -0.46 | 0.84 | -0.09 | 0.43 | 0.61 | 0.05 | 2.14 | 0.89 | 1.82 | -0.9 | 1.35 | 1.35 |
Draw Down(%) | NA | 14.3 | 19.0 | 26.6 | 27.0 | 27.0 | NA | NA | 27.0 | 19.0 | 15.7 | 2.5 | 5.1 | 1.9 | 2.7 | 1.5 | 3.9 | 2.1 | 0.8 | 4.5 | 1.3 | 1.9 | 11.2 | 3.0 | 11.6 | 2.2 | 2.2 | 2.3 | 3.8 | 4.0 | 2.4 | 3.8 | 2.5 | 3.4 | 1.5 | 1.3 |
Standard Deviation(%) | NA | 18.1 | 18.2 | 11.7 | 9.4 | 6.9 | NA | NA | 5.8 | 15.7 | 7.5 | 2.8 | 4.1 | 3.2 | 2.9 | 2.6 | 2.8 | 3.0 | 2.3 | 2.8 | 2.5 | 3.9 | 12.8 | 4.4 | 7.2 | 3.5 | 2.7 | 3.0 | 3.4 | 3.6 | 4.2 | 4.9 | 3.9 | 3.9 | 3.3 | 3.6 |
Treynor Ratio | NA | -0.13 | -0.05 | -0.06 | -0.03 | -0.01 | NA | NA | 0.01 | 0.02 | -0.13 | -0.02 | 0.07 | 0.07 | -0.02 | 0.03 | 0.02 | 0.0 | 0.1 | -0.03 | 0.06 | 0.13 | 0.08 | 0.02 | -0.05 | 0.05 | 0.0 | 0.02 | 0.03 | 0.0 | 0.14 | 0.07 | 0.11 | -0.06 | 0.1 | 0.08 |
Alpha | NA | -0.02 | 0.01 | 0.0 | -0.01 | 0.0 | NA | NA | 0.0 | 0.02 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.01 | -0.04 | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 3.08 | 2.63 | 1.54 | 1.37 | 1.17 | NA | NA | 0.78 | 1.8 | 1.02 | 0.81 | 0.78 | 0.75 | 0.79 | 0.78 | 0.65 | 0.6 | 0.57 | 0.63 | 0.68 | 0.59 | 0.57 | 0.59 | 0.65 | 0.63 | 0.57 | 0.66 | 0.62 | 0.59 | 0.63 | 0.62 | 0.65 | 0.61 | 0.42 | 0.57 |
RSquared | NA | 0.91 | 0.83 | 0.66 | 0.63 | 0.59 | NA | NA | 0.45 | 0.68 | 0.87 | 0.78 | 0.58 | 0.79 | 0.6 | 0.75 | 0.75 | 0.74 | 0.65 | 0.74 | 0.72 | 0.56 | 0.06 | 0.8 | 0.46 | 0.7 | 0.6 | 0.63 | 0.78 | 0.78 | 0.74 | 0.68 | 0.6 | 0.68 | 0.51 | 0.5 |
Yield(%) | N/A | 1.7 | 6.2 | 4.0 | 3.6 | 3.0 | 3.0 | 3.1 | N/A | 6.3 | 3.5 | 2.6 | 2.8 | 2.9 | 2.8 | 2.8 | 2.1 | 2.1 | 3.0 | 2.7 | 2.7 | 3.3 | 2.6 | 2.9 | 3.6 | 4.6 | 4.2 | 4.0 | 3.6 | 3.0 | 5.3 | 6.0 | 6.4 | 6.2 | 6.5 | 2.7 |
Dividend Growth(%) | N/A | -73.9 | 24.3 | 49.3 | 37.8 | -12.9 | N/A | N/A | N/A | 53.3 | 30.4 | -4.2 | 0.0 | 0.0 | 0.0 | 33.3 | -5.3 | -26.9 | 8.3 | 0.0 | -14.3 | 27.3 | -12.0 | -24.2 | -19.5 | 7.9 | 2.7 | 12.1 | 17.9 | -40.4 | -13.0 | -1.8 | -3.5 | -3.4 | 145.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/12/1998
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