Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| USGAX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST A) | 8.45% | 10.32% | 2.43% | -0.38% | 1.44% | 1.92% | 2.08% | 3.21% |
Data as of 06/30/2025, AR inception is 07/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USGAX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST A) | 07/28/1997 | 06/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 (%) | 1.93 | 10.32 | 2.43 | -0.38 | 1.44 | 1.92 | 2.08 | 3.21 | 8.45 | -4.31 | 7.04 | -12.01 | -0.80 | 6.66 | 6.42 | 0.00 | 2.66 | 1.74 | -0.12 | 5.82 | -2.10 | 3.85 | 7.56 | 4.77 | 1.42 | -2.43 | 5.94 | 3.02 | 3.47 | 3.06 | 0.89 | 10.08 | 6.65 | 11.18 | -0.26 | 7.72 | 3.51 |
| Sharpe Ratio | NA | 0.00 | -0.09 | -0.25 | -0.03 | NA | NA | 0.23 | 0.61 | -0.48 | 0.22 | -1.78 | -0.28 | 1.51 | 1.53 | -0.48 | 0.76 | 0.55 | -0.05 | 2.51 | -0.76 | 1.53 | 1.91 | 0.37 | 0.30 | -0.47 | 0.79 | -0.15 | 0.40 | 0.60 | 0.05 | 2.14 | 0.86 | 1.79 | -0.94 | 1.30 | 1.30 |
| Standard Deviation(%) | NA | 14.88 | 14.81 | 11.75 | 8.62 | NA | NA | 6.44 | 14.73 | 16.64 | 15.67 | 7.56 | 2.96 | 4.23 | 3.23 | 2.90 | 2.63 | 2.78 | 3.00 | 2.31 | 2.82 | 2.49 | 3.93 | 12.80 | 4.44 | 7.19 | 3.54 | 2.66 | 3.02 | 3.45 | 3.60 | 4.18 | 4.95 | 3.89 | 3.86 | 3.27 | 3.58 |
| Draw Down(%) | NA | 17.67 | 20.50 | 27.04 | 27.04 | NA | NA | 27.04 | 8.86 | 15.01 | 19.73 | 15.52 | 2.40 | 5.14 | 1.92 | 2.71 | 1.49 | 3.90 | 2.11 | 0.79 | 4.47 | 1.25 | 1.86 | 11.18 | 2.96 | 11.59 | 2.18 | 2.16 | 2.26 | 3.77 | 4.03 | 2.42 | 3.78 | 2.50 | 3.37 | 1.50 | 1.33 |
| Yield(%) | 0.00 | 6.69 | 5.56 | 4.12 | 3.47 | 3.25 | 3.18 | 3.96 | 2.97 | 7.13 | 5.21 | 3.54 | 3.46 | 3.58 | 3.14 | 2.96 | 2.75 | 2.11 | 2.02 | 2.63 | 2.35 | 2.47 | 3.48 | 2.85 | 2.93 | 3.56 | 4.56 | 4.13 | 4.06 | 3.66 | 3.02 | 5.17 | 5.90 | 6.59 | 6.27 | 6.48 | 2.80 |
Data as of 06/30/2025, AR inception is 07/28/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USGAX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST A) |
-8.81%
Oct 2020 - Oct 2023 |
-2.67%
Oct 2018 - Oct 2023 |
-0.64%
Oct 2013 - Oct 2023 |
1.01%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USGAX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST A) |
9.43%
Jan 2000 - Jan 2003 |
7.38%
Sep 1997 - Sep 2002 |
5.28%
Nov 1997 - Nov 2007 |
4.65%
Aug 1997 - Aug 2012 |
Annualized Rolling Returns Comparison Chart