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USGBX: MORGAN STANLEY US GOVERNMENT SECURITIES TRUST B (MUTUAL FUND)
Basic Info
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/03/1996 |
Last Dividend Date: | 06/26/2019 |
12-Mo. Yield | 2.40% |
Expenses | 0.90% |
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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 06/03/1996 |
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 | 1.3 | 1.7 | 2.3 | 2.7 | 3.6 | 4.0 | 4.2 | 0.0 | 2.7 | 1.9 | -0.2 | 6.0 | -2.2 | 4.0 | 7.6 | 4.8 | 1.4 | -2.5 | 6.0 | 3.3 | 3.5 | 3.2 | 1.5 | 9.9 | 6.3 | 11.3 | -0.6 | 7.3 | 8.6 | 6.0 |
Sharpe Ratio | NA | 1.96 | 0.12 | 0.52 | 0.5 | NA | NA | 0.56 | 1.74 | -0.45 | 0.79 | 0.58 | -0.07 | 2.6 | -0.77 | 1.53 | 1.9 | 0.37 | 0.3 | -0.48 | 0.86 | -0.01 | 0.44 | 0.64 | 0.23 | 2.13 | 0.82 | 1.85 | -1.06 | 1.22 | 1.34 | 1.44 |
Draw Down(%) | NA | 1.1 | 3.9 | 3.9 | 11.3 | NA | NA | 11.5 | 1.1 | 2.8 | 1.5 | 3.9 | 2.1 | 0.8 | 4.6 | 1.3 | 1.7 | 11.2 | 3.1 | 11.5 | 2.2 | 2.2 | 2.1 | 3.8 | 4.0 | 2.5 | 3.8 | 2.5 | 3.5 | 1.5 | 2.3 | 1.7 |
Standard Deviation(%) | NA | 2.6 | 2.7 | 2.7 | 4.9 | NA | NA | 4.5 | 2.4 | 2.9 | 2.6 | 2.8 | 3.1 | 2.3 | 2.9 | 2.6 | 4.0 | 12.9 | 4.4 | 7.1 | 3.5 | 2.7 | 3.0 | 3.5 | 3.6 | 4.1 | 4.9 | 3.9 | 3.6 | 3.2 | 3.8 | 4.9 |
Treynor Ratio | NA | 0.1 | 0.0 | 0.02 | 0.04 | NA | NA | 0.04 | 0.1 | -0.02 | 0.03 | 0.02 | 0.0 | 0.11 | -0.03 | 0.06 | 0.12 | 0.09 | 0.02 | -0.05 | 0.05 | 0.0 | 0.02 | 0.04 | 0.01 | 0.14 | 0.07 | 0.11 | -0.07 | 0.09 | 0.08 | 0.1 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 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 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 |
Beta | NA | 0.48 | 0.64 | 0.63 | 0.61 | NA | NA | 0.61 | 0.43 | 0.78 | 0.76 | 0.66 | 0.62 | 0.56 | 0.66 | 0.67 | 0.61 | 0.55 | 0.59 | 0.66 | 0.63 | 0.58 | 0.65 | 0.62 | 0.59 | 0.64 | 0.61 | 0.66 | 0.53 | 0.42 | 0.63 | 0.72 |
RSquared | NA | 0.45 | 0.6 | 0.66 | 0.24 | NA | NA | 0.43 | 0.45 | 0.61 | 0.75 | 0.76 | 0.76 | 0.65 | 0.76 | 0.68 | 0.58 | 0.05 | 0.81 | 0.48 | 0.71 | 0.6 | 0.65 | 0.76 | 0.79 | 0.79 | 0.67 | 0.61 | 0.57 | 0.51 | 0.54 | 0.73 |
Yield(%) | N/A | 2.4 | 2.4 | 2.5 | 2.7 | 3.0 | 3.7 | N/A | 1.4 | 2.8 | 2.8 | 2.1 | 2.4 | 3.0 | 2.7 | 2.7 | 3.3 | 2.6 | 2.9 | 3.6 | 4.7 | 4.4 | 4.1 | 3.8 | 3.6 | 4.9 | 5.4 | 6.7 | 6.1 | 5.7 | 6.2 | 3.6 |
Dividend Growth(%) | N/A | -16.7 | -1.5 | -11.4 | -43.3 | N/A | N/A | N/A | -50.0 | 0.0 | 33.3 | -14.3 | -19.2 | 8.3 | 0.0 | -14.3 | 27.3 | -12.0 | -24.2 | -21.4 | 5.0 | 5.3 | 8.6 | 2.9 | -22.7 | -10.2 | -14.0 | 1.8 | 7.7 | -5.5 | 77.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/03/1996
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