MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX)

Basic Info

MORGAN STANLEY MORTGAGE SECURITIES TRUST B started on 06/21/1996
MORGAN STANLEY MORTGAGE SECURITIES TRUST B is classified as asset class Intermediate Government
MORGAN STANLEY MORTGAGE SECURITIES TRUST B expense ratio is 1.60%
MORGAN STANLEY MORTGAGE SECURITIES TRUST B rating is
Not Rated

MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) Dividend Info

MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) dividend growth in the last 12 months is -52.13%

The trailing 12-month yield of MORGAN STANLEY MORTGAGE SECURITIES TRUST B is 1.36%. its dividend history:

DateDividend
02/28/2019 0.0188
01/31/2019 0.0167
12/31/2018 0.0205
11/30/2018 0.0185
10/31/2018 0.0194
09/26/2018 0.0183
08/29/2018 0.0203
07/31/2018 0.0181
06/27/2018 0.02
05/29/2018 0.021
04/26/2018 0.02
03/29/2018 0.016
02/26/2018 0.024
01/29/2018 0.018
12/29/2017 0.019
11/30/2017 0.02
10/27/2017 0.019
09/27/2017 0.019
08/29/2017 0.02
07/27/2017 0.017
06/28/2017 0.022
04/26/2017 0.019
03/29/2017 0.024
02/24/2017 0.023
01/31/2017 0.02
11/30/2016 0.033
10/27/2016 0.028
09/28/2016 0.031
08/29/2016 0.032
07/29/2016 0.028
06/28/2016 0.033
05/31/2016 0.028
04/27/2016 0.03
03/29/2016 0.031
12/31/2015 0.037
10/28/2015 0.026
09/28/2015 0.027
08/27/2015 0.028
07/29/2015 0.042
06/26/2015 0.037
05/29/2015 0.034
05/27/2015 0.035
04/30/2015 0.04
03/31/2015 0.001
02/25/2015 0.038
01/28/2015 0.035
12/31/2014 0.045
11/25/2014 0.037
10/31/2014 0.039
10/29/2014 0.041
09/30/2014 0.038
08/29/2014 0.039
07/31/2014 0.04
06/30/2014 0.041
05/30/2014 0.041
04/30/2014 0.042
03/31/2014 0.043
02/28/2014 0.045
01/31/2014 0.04
12/31/2013 0.103
11/29/2013 0.038
10/31/2013 0.035
09/30/2013 0.037
08/30/2013 0.036
07/31/2013 0.034
06/28/2013 0.034
05/31/2013 0.033
04/30/2013 0.031
03/28/2013 0.024
02/28/2013 0.028
01/31/2013 0.025
12/31/2012 0.024
11/30/2012 0.025
10/31/2012 0.024
09/28/2012 0.024
08/31/2012 0.025
07/31/2012 0.026
06/29/2012 0.024
05/31/2012 0.021
04/30/2012 0.021
03/30/2012 0.019
02/29/2012 0.022
01/31/2012 0.022
12/30/2011 0.021
11/30/2011 0.023
10/31/2011 0.022
09/30/2011 0.025
08/31/2011 0.024
07/29/2011 0.027
06/30/2011 0.021
05/31/2011 0.018
04/29/2011 0.017
03/31/2011 0.017
02/28/2011 0.02
01/31/2011 0.018
12/31/2010 0.018
11/30/2010 0.017
10/29/2010 0.015
09/30/2010 0.014
08/31/2010 0.012
07/30/2010 0.012
06/30/2010 0.012
05/28/2010 0.013
03/31/2010 0.017
02/26/2010 0.019
01/29/2010 0.018
12/31/2009 0.035
11/25/2009 0.017
10/28/2009 0.018
09/28/2009 0.02
08/27/2009 0.015
07/29/2009 0.013
06/26/2009 0.014
05/27/2009 0.014
04/28/2009 0.015
03/27/2009 0.013
02/25/2009 0.017
01/28/2009 0.014
12/31/2008 0.018
11/25/2008 0.026
10/29/2008 0.032
09/26/2008 0.025
08/27/2008 0.024
07/29/2008 0.028
06/26/2008 0.026
05/28/2008 0.027
04/28/2008 0.03
03/27/2008 0.028
02/27/2008 0.027
01/29/2008 0.04
12/31/2007 0.034
11/28/2007 0.034
10/29/2007 0.036
09/26/2007 0.031
08/29/2007 0.037
07/27/2007 0.033
06/27/2007 0.032
05/29/2007 0.037
04/26/2007 0.033
03/28/2007 0.03
02/26/2007 0.033
01/29/2007 0.033
12/29/2006 0.035
11/28/2006 0.036
10/27/2006 0.033
09/27/2006 0.032
08/29/2006 0.036
07/31/2006 0.032
06/28/2006 0.036
05/26/2006 0.031
04/26/2006 0.029
03/29/2006 0.031
02/24/2006 0.029
01/27/2006 0.028
12/30/2005 0.031
11/28/2005 0.031
10/27/2005 0.026
09/28/2005 0.025
08/29/2005 0.028
07/27/2005 0.027
06/28/2005 0.031
05/26/2005 0.027
04/27/2005 0.028
03/29/2005 0.033
02/24/2005 0.027
01/27/2005 0.023
12/31/2004 0.029
11/26/2004 0.018
10/27/2004 0.015
09/28/2004 0.017
07/28/2004 0.021
06/28/2004 0.024
05/26/2004 0.02
04/28/2004 0.022
03/29/2004 0.025
02/25/2004 0.024
01/28/2004 0.02
12/31/2003 0.023
11/25/2003 0.026
10/29/2003 0.043
09/26/2003 0.04
08/27/2003 0.035
07/29/2003 0.04
06/26/2003 0.04
05/28/2003 0.047
04/28/2003 0.033
03/27/2003 0.024
02/26/2003 0.015
01/31/2003 0.027
12/31/2002 0.027
11/26/2002 0.022
10/29/2002 0.035
09/26/2002 0.029
08/28/2002 0.031
07/29/2002 0.035
06/26/2002 0.03
05/31/2002 0.037
04/30/2002 0.036
03/28/2002 0.034
02/26/2002 0.038
01/29/2002 0.032
12/31/2001 0.04
11/28/2001 0.035
10/29/2001 0.039
09/28/2001 0.033
08/29/2001 0.039
07/31/2001 0.035
06/27/2001 0.037
05/29/2001 0.041
04/26/2001 0.037
03/28/2001 0.041
02/26/2001 0.04
01/29/2001 0.044
12/29/2000 0.045
11/28/2000 0.046
10/27/2000 0.043
09/27/2000 0.043
08/29/2000 0.049
07/27/2000 0.043
06/28/2000 0.049
05/26/2000 0.045
04/26/2000 0.042
03/29/2000 0.05
02/29/2000 0.045
01/31/2000 0.041
12/31/1999 0.054
11/26/1999 0.046
10/27/1999 0.045
09/30/1999 0.05
08/27/1999 0.046
07/28/1999 0.046
06/30/1999 0.051
05/26/1999 0.043
04/30/1999 0.046
03/31/1999 0.051
02/26/1999 0.043
01/29/1999 0.04
12/31/1998 0.054
11/25/1998 0.042
10/30/1998 0.046
09/28/1998 0.049
08/27/1998 0.045
07/29/1998 0.052
06/26/1998 0.048
05/27/1998 0.046
04/28/1998 0.052
03/27/1998 0.048
02/25/1998 0.046
01/28/1998 0.045
12/31/1997 0.057
11/25/1997 0.043
10/29/1997 0.053
09/26/1997 0.049
08/27/1997 0.047
07/29/1997 0.053
06/26/1997 0.047
05/28/1997 0.048
04/28/1997 0.055
03/26/1997 0.046
02/26/1997 0.046
01/29/1997 0.046
12/31/1996 0.055
11/26/1996 0.044
10/29/1996 0.052
09/26/1996 0.046
08/28/1996 0.047
07/29/1996 0.052
06/26/1996 0.045

Dividend Growth History for MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2019
2019 $0.0355 0.43% -84.84% -
2018 $0.2341 2.77% 5.45% -84.84%
2017 $0.222 2.70% -18.98% -60.01%
2016 $0.274 3.34% -27.89% -49.40%
2015 $0.38 4.45% -28.44% -44.71%
2014 $0.531 6.25% 15.94% -41.79%
2013 $0.458 5.22% 65.34% -34.70%
2012 $0.277 3.30% 9.49% -25.43%
2011 $0.253 3.07% 51.50% -21.77%
2010 $0.167 2.08% -18.54% -15.81%
2009 $0.205 2.66% -38.07% -16.08%
2008 $0.331 3.72% -17.87% -18.37%
2007 $0.403 4.53% 3.87% -18.33%
2006 $0.388 4.30% 15.13% -16.80%
2005 $0.337 3.66% 43.40% -14.85%
2004 $0.235 2.56% -40.20% -11.84%
2003 $0.393 4.18% 1.81% -13.95%
2002 $0.386 4.29% -16.27% -13.10%
2001 $0.461 5.09% -14.79% -13.28%
2000 $0.541 6.28% -3.57% -13.36%
1999 $0.561 5.81% -2.09% -12.89%
1998 $0.573 6.06% -2.88% -12.40%
1997 $0.59 6.44% 73.02% -11.99%
1996 $0.341 3.80% - -9.37%

Dividend Growth Chart for MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX)

MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) Historical Returns And Risk Info

From 06/21/1996 to 09/25/2019, the compound annualized total return (dividend reinvested) of MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is 3.977%. Its cumulative total return (dividend reinvested) is 147.456%.

From 06/21/1996 to 09/25/2019, the Maximum Drawdown of MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is 13.5%.

From 06/21/1996 to 09/25/2019, the Sharpe Ratio of MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is 0.49.

From 06/21/1996 to 09/25/2019, the Annualized Standard Deviation of MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is 5.1%.

From 06/21/1996 to 09/25/2019, the Beta of MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is 0.51.

Last 1 Week* 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Since
06/21/1996		 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 1.0 2.3 3.5 3.0 3.6 4.0 1.6 1.0 5.5 3.7 0.6 6.8 2.1 7.9 4.9 5.1 6.2 -9.2 4.5 2.8 1.7 2.8 1.1 9.1 5.7 10.5 -4.5 9.1 8.9 6.3
Sharpe Ratio NA 1.3 0.67 1.0 0.6 NA NA 0.49 0.64 -0.13 2.23 1.49 0.2 2.34 0.7 3.2 1.67 0.29 1.91 -1.4 0.5 -0.19 -0.2 0.76 0.16 1.94 0.67 1.46 -1.46 1.19 1.26 1.73
Draw Down(%) NA 0.7 2.6 2.6 13.5 NA NA 13.5 0.6 1.6 0.8 2.6 1.4 0.9 4.0 1.4 1.4 13.5 1.8 13.4 1.7 1.7 1.6 2.6 2.2 2.5 4.1 3.6 6.0 3.1 3.0 2.2
Standard Deviation(%) NA 1.5 2.1 2.3 6.0 NA NA 5.1 1.1 2.3 2.2 2.4 2.8 2.9 2.9 2.5 2.9 17.4 3.2 7.2 3.0 2.5 2.1 2.5 2.8 4.1 5.1 4.5 5.3 4.9 4.3 5.1
Treynor Ratio NA 0.1 0.03 0.06 0.09 NA NA 0.05 0.06 0.0 0.08 0.1 0.01 0.15 0.04 0.26 0.14 0.15 0.18 -0.21 0.03 -0.01 -0.01 0.05 0.02 0.12 0.05 0.08 -0.08 0.08 0.07 0.12
Alpha NA 0.0 0.0 0.01 0.01 NA NA 0.0 0.0 0.0 0.02 0.01 0.0 0.02 0.01 0.03 0.01 0.02 0.03 -0.06 -0.01 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.01 0.0 0.0 0.0
Beta NA 0.2 0.43 0.39 0.38 NA NA 0.51 0.12 0.62 0.61 0.34 0.4 0.46 0.46 0.31 0.36 0.34 0.35 0.47 0.45 0.49 0.4 0.38 0.26 0.64 0.63 0.79 0.94 0.77 0.78 0.76
RSquare NA 0.24 0.44 0.37 0.06 NA NA 0.24 0.18 0.6 0.65 0.29 0.39 0.27 0.37 0.15 0.37 0.01 0.53 0.25 0.49 0.51 0.49 0.58 0.27 0.8 0.68 0.67 0.84 0.75 0.63 0.73
Yield(%) N/A 1.4 2.3 3.2 3.6 3.3 3.7 N/A 0.5 2.8 2.7 3.3 4.7 6.1 5.1 3.0 3.0 2.1 2.7 3.8 4.4 4.4 3.7 2.5 4.3 4.4 5.2 6.0 5.8 6.0 6.7 3.8
Dividend Growth(%) N/A -52.1 -55.3 -14.6 -22.8 N/A N/A N/A -83.3 9.1 -18.5 -32.5 -23.1 15.6 80.0 0.0 47.1 -19.0 -38.2 -12.8 -2.5 17.6 47.8 -42.5 0.0 -14.9 -9.6 -7.1 -1.8 -6.6 79.4 N/A

Return Calculator for MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX)

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MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) Historical Return Chart

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MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 06/21/1996 to 09/25/2019, the worst annualized return of 3-year rolling returns for MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is -1.46%.
From 06/21/1996 to 09/25/2019, the worst annualized return of 5-year rolling returns for MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is 0.11%.
From 06/21/1996 to 09/25/2019, the worst annualized return of 10-year rolling returns for MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is 2.72%.
From 06/21/1996 to 09/25/2019, the worst annualized return of 20-year rolling returns for MORGAN STANLEY MORTGAGE SECURITIES TRUST B (MTGBX) is 3.95%.

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