Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USGCX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST L) | -2.18% | 7.60% | 4.31% | 0.30% | 1.24% | 1.65% | 1.97% | … | … |
Data as of 06/03/2026, Common starting date is 07/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USGCX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST L) | 07/28/1997 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 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 (%) | 0.00 | 7.60 | 4.31 | 0.30 | 1.24 | 1.65 | 1.97 | … | … | -2.18 | 14.00 | -3.23 | 7.43 | -12.27 | -1.60 | 6.07 | 6.08 | -0.48 | 2.38 | 1.62 | -0.42 | 5.48 | -2.49 | 3.38 | 7.00 | 4.29 | 0.95 | -2.93 | 5.47 | 2.64 | 2.88 | 2.58 | 1.01 | 9.42 | 6.04 | 10.71 | -0.88 | 7.15 | 4.14 |
| Sharpe Ratio | NA | 0.70 | 0.12 | -0.17 | -0.03 | NA | NA | … | … | -0.63 | 0.96 | -0.40 | 0.24 | -1.83 | -0.56 | 1.39 | 1.46 | -0.65 | 0.65 | 0.49 | -0.15 | 2.43 | -0.89 | 1.36 | 1.79 | 0.33 | 0.19 | -0.54 | 0.66 | -0.31 | 0.22 | 0.48 | 0.08 | 2.02 | 0.74 | 1.73 | -1.12 | 1.16 | 1.85 |
| Standard Deviation(%) | NA | 8.68 | 15.00 | 12.34 | 9.01 | NA | NA | … | … | 9.04 | 11.61 | 16.93 | 15.69 | 7.50 | 2.90 | 4.16 | 3.16 | 2.90 | 2.67 | 2.85 | 3.00 | 2.25 | 2.83 | 2.48 | 3.89 | 12.88 | 4.38 | 7.13 | 3.52 | 2.56 | 2.87 | 3.32 | 3.63 | 4.10 | 4.94 | 3.76 | 3.78 | 3.18 | 3.34 |
| Draw Down(%) | NA | 7.49 | 18.45 | 27.63 | 27.75 | NA | NA | … | … | 7.49 | 8.85 | 14.29 | 19.54 | 15.69 | 2.40 | 5.10 | 1.90 | 2.99 | 1.48 | 3.91 | 2.27 | 0.78 | 4.63 | 1.33 | 1.73 | 11.21 | 3.00 | 11.90 | 2.16 | 2.39 | 2.28 | 3.92 | 4.18 | 2.40 | 3.78 | 2.62 | 3.46 | 1.49 | 0.77 |
| Yield(%) | 0.00 | 4.60 | 6.07 | 4.31 | 3.40 | 3.01 | 3.00 | … | … | 1.65 | 5.62 | 8.18 | 5.50 | 3.15 | 2.74 | 3.03 | 2.84 | 2.47 | 2.47 | 1.88 | 1.81 | 2.21 | 2.04 | 2.03 | 2.97 | 2.39 | 2.45 | 3.12 | 4.12 | 3.64 | 3.60 | 3.19 | 3.13 | 4.59 | 5.33 | 6.08 | 5.73 | 5.96 | 2.55 |
Data as of 06/03/2026, Common starting date is 07/28/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USGCX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST L) |
-9.09%
Oct 2020 – Oct 2023 |
-3.03%
Oct 2018 – Oct 2023 |
-0.96%
Oct 2013 – Oct 2023 |
0.64%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USGCX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST L) |
9.03%
Feb 2000 – Feb 2003 |
6.79%
Sep 1997 – Sep 2002 |
4.79%
Nov 1997 – Nov 2007 |
4.17%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison Chart