Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week | +0.00% | ||||
| 4 week | +0.13% |
| |||
| 3 month | +0.51% |
| |||
| YTD | +0.77% |
| |||
| 1 year | +2.66% |
| |||
| 3 years* | +2.32% |
| |||
| 5 years* |
| -0.24% | |||
| *annualized | |||||
| Best 3 month return | +3.61% | |
| Worst 3 month return | -9.46% |
Morningstar statistics
Morningstar category: Short-Term Bond
| Return | Risk | Rating | |
| 3 years | Average | Average |
 
|
| 5 years | Low | Above Average |
|
| 10 years | Low | High |
|
| Overall | Low | Above Average |
|
Key statistics
| Total assets | 130.10M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.64% | |
| Management fee | - | |
| Fund family | Morgan Stanley |
Asset allocation
| Cash | 5.93% | |
| Stocks | 0.00% | |
| Bonds | 94.07% | |
| Other | 0.00% |
Purchase information
| Initial | US$5,000,000 |
7.800.00(0.00%)
May 23, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks above-average total return over a market cycle of three to five years. The fund normally invests 80% of its assets in fixed income securities. It invests primarily in U.S. government securities, investment grade corporate bonds and mortgage- and asset-backed securities. The fund will ordinarily seek to maintain an average duration similar to that of the Barclays Capital 1-3 Year U.S. Government/Credit Index, which generally ranges between zero and three years. It may, but it is not required to, use derivative instruments for a variety of purposes, including hedging, risk management, portfolio management or to earn income.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Joseph Mehlman (Started: May 1, 2008)
Divya Chhibba (Started: Jan 16, 2013)
Neil Stone (Started: Jan 31, 2011)
Joseph Mehlman (Started: May 1, 2008)
Divya Chhibba (Started: Jan 16, 2013)
Neil Stone (Started: Jan 31, 2011)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 1.93 | 1.16 | -1.75 | -2.02 | |
| Beta* | 0.08 | 0.20 | 0.26 | 0.21 | |
| Mean annual return | 0.19 | 0.19 | -0.01 | 0.03 | |
| R-squared* | 4.96 | 16.33 | 4.69 | 3.70 | |
| Standard deviation | 0.70 | 1.19 | 4.13 | 3.87 | |
| Sharpe ratio | 3.18 | 1.86 | -0.09 | -0.34 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Us 2yr Note (Cbt) Jun13 Xcbt 20130628 | 22.11% | |
| Us 5yr Note (Cbt) Jun13 Xcbt 20130628 | 10.19% | |
| US Treasury Note 1.25% | 5.43% | |
| Bmi0j2p83 Irs Usd P F .82000 | 4.80% | |
| Bmi0j2p83 Irs Usd R V 03mlibor | 4.79% | |
| Bmi0m7846 Irs Usd P F .81687 | 2.82% | |
| Bmi0m7846 Irs Usd R V 03mlibor | 2.82% | |
| Us 10yr Note (Cbt)jun13 Xcbt 20130619 | 2.32% | |
| Bmi0wb309 Irs Usd P F 2.05750 | 2.10% | |
| US Treasury Note 0.375% | 2.09% |