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USGDX: MORGAN STANLEY US GOVERNMENT SECURITIES TRUST I (MUTUAL FUND)
Basic Info 6.52 0.09(1.36%) May 28
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | (67%) |
Start Date: | 07/28/1997 |
Last Dividend Date: | 04/26/2024 |
12-Mo. Yield | 6.88% |
Expenses | 1.62% |
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Performance Analytics (As of 05/24/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/06/1997 |
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(%) | -2.0 | -9.3 | -2.4 | -4.4 | -1.1 | 0.6 | 1.8 | 2.0 | 3.0 | 9.5 | -11.7 | -1.6 | 5.8 | 6.9 | 0.1 | 2.9 | 2.1 | 0.2 | 6.1 | -2.0 | 4.2 | 7.8 | 5.0 | 1.7 | -2.2 | 6.4 | 3.3 | 3.6 | 3.2 | 1.6 | 10.4 | 6.8 | 11.5 | -0.1 | 7.8 | 3.9 |
Sharpe Ratio | NA | -1.28 | -0.3 | -0.53 | -0.26 | -0.06 | NA | NA | 0.28 | 0.34 | -1.78 | -0.54 | 1.35 | 1.69 | -0.43 | 0.85 | 0.65 | 0.06 | 2.58 | -0.7 | 1.67 | 1.95 | 0.38 | 0.36 | -0.44 | 0.98 | 0.0 | 0.47 | 0.67 | 0.23 | 2.22 | 0.93 | 1.88 | -0.84 | 1.38 | 1.52 |
Draw Down(%) | NA | 14.3 | 17.8 | 25.8 | 25.9 | 25.9 | NA | NA | 25.9 | 18.6 | 15.3 | 2.5 | 5.0 | 1.8 | 2.4 | 1.5 | 3.9 | 2.0 | 0.8 | 4.4 | 1.2 | 1.7 | 11.2 | 2.9 | 11.4 | 2.1 | 2.1 | 2.1 | 3.7 | 4.1 | 2.5 | 3.8 | 2.5 | 3.3 | 1.5 | 1.4 |
Standard Deviation(%) | NA | 17.6 | 18.5 | 11.9 | 9.5 | 7.0 | NA | NA | 5.8 | 15.6 | 7.4 | 3.0 | 4.1 | 3.2 | 2.9 | 2.7 | 2.9 | 3.1 | 2.3 | 2.9 | 2.5 | 4.0 | 12.9 | 4.5 | 7.2 | 3.5 | 2.7 | 3.0 | 3.4 | 3.7 | 4.2 | 4.9 | 3.9 | 3.9 | 3.2 | 3.8 |
Treynor Ratio | NA | -0.07 | -0.02 | -0.04 | -0.02 | 0.0 | NA | NA | 0.02 | 0.03 | -0.13 | -0.02 | 0.07 | 0.07 | -0.02 | 0.03 | 0.03 | 0.0 | 0.1 | -0.03 | 0.06 | 0.13 | 0.09 | 0.03 | -0.05 | 0.06 | 0.0 | 0.02 | 0.04 | 0.01 | 0.15 | 0.07 | 0.11 | -0.05 | 0.11 | 0.09 |
Alpha | NA | 0.01 | 0.02 | 0.01 | 0.0 | 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 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 |
Beta | NA | 3.14 | 2.87 | 1.56 | 1.39 | 1.19 | NA | NA | 0.79 | 1.81 | 1.0 | 0.82 | 0.76 | 0.75 | 0.79 | 0.79 | 0.67 | 0.64 | 0.58 | 0.66 | 0.65 | 0.6 | 0.56 | 0.59 | 0.64 | 0.62 | 0.57 | 0.67 | 0.61 | 0.6 | 0.63 | 0.62 | 0.66 | 0.61 | 0.42 | 0.6 |
RSquared | NA | 0.9 | 0.87 | 0.66 | 0.63 | 0.59 | NA | NA | 0.45 | 0.69 | 0.87 | 0.75 | 0.56 | 0.79 | 0.6 | 0.75 | 0.74 | 0.77 | 0.65 | 0.78 | 0.68 | 0.56 | 0.05 | 0.78 | 0.46 | 0.68 | 0.58 | 0.66 | 0.77 | 0.77 | 0.74 | 0.69 | 0.6 | 0.66 | 0.51 | 0.51 |
Yield(%) | N/A | 2.0 | 6.5 | 4.4 | 3.9 | 3.3 | 3.4 | 3.4 | N/A | 7.3 | 3.7 | 2.7 | 2.9 | 3.5 | 3.0 | 3.1 | 2.4 | 2.4 | 2.9 | 2.6 | 2.8 | 3.7 | 3.1 | 3.2 | 3.7 | 4.9 | 4.4 | 4.3 | 3.8 | 3.7 | 5.4 | 6.1 | 6.8 | 6.4 | 6.7 | 2.9 |
Dividend Growth(%) | N/A | -72.4 | 9.1 | 41.7 | 38.9 | -9.7 | N/A | N/A | N/A | 69.5 | 31.3 | -3.4 | -15.2 | 11.4 | -2.7 | 31.0 | -1.9 | -15.3 | 6.0 | -6.0 | -22.2 | 23.6 | -4.4 | -21.0 | -22.4 | 11.1 | 1.5 | 11.0 | 2.6 | -28.2 | -12.6 | -6.2 | -1.4 | -3.7 | 131.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/06/1997
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See Intermediate Government Asset Class Trend Rankings |
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