Performance
Trailing returns
| 1 day | +0.29% |
| |||
| 1 week |
| -0.29% | |||
| 4 week |
| -0.29% | |||
| 3 month | +0.87% |
| |||
| YTD | +0.48% |
| |||
| 1 year | +3.93% |
| |||
| 3 years* | +5.74% |
| |||
| 5 years* | +4.54% |
| |||
| *annualized | |||||
| Best 3 month return | +6.04% | |
| Worst 3 month return | -6.22% |
Morningstar statistics
Morningstar category: Intermediate-Term Bond
| Return | Risk | Rating | |
| 3 years | Average | Average |
 
|
| 5 years | Below Average | Average |
|
| 10 years | Below Average | Average |
|
| Overall | Below Average | Average |
|
Key statistics
| Total assets | 52.02M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.50% | |
| Management fee | - | |
| Fund family | Morgan Stanley |
Asset allocation
| Cash | 4.93% | |
| Stocks | 0.00% | |
| Bonds | 95.29% | |
| Other | -0.23% |
Purchase information
| Initial | US$5,000,000 |
10.33-0.03(-0.29%)
May 17, 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 in 80% of its assets in fixed income securities. It invests primarily in a diversified mix of U.S. dollar-denominated fixed income securities, particularly U.S. government, corporate, municipal, mortgage- and asset-backed securities and will ordinarily seek to maintain an average weighted maturity between five and ten years. The Portfolio 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: Apr 30, 2013)
Divya Chhibba (Started: Jan 16, 2013)
Neil Stone (Started: Jan 31, 2011)
Joseph Mehlman (Started: Apr 30, 2013)
Divya Chhibba (Started: Jan 16, 2013)
Neil Stone (Started: Jan 31, 2011)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 1.28 | 1.31 | -0.67 | -0.40 | |
| Beta* | 1.01 | 0.87 | 0.95 | 0.80 | |
| Mean annual return | 0.41 | 0.50 | 0.39 | 0.33 | |
| R-squared* | 94.12 | 76.64 | 66.91 | 59.71 | |
| Standard deviation | 2.04 | 2.40 | 4.04 | 3.64 | |
| Sharpe ratio | 2.38 | 2.46 | 1.07 | 0.60 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Us 2yr Note (Cbt) Jun13 Xcbt 20130628 | 10.80% | |
| Us 5yr Note (Cbt) Jun13 Xcbt 20130628 | 10.59% | |
| Us 10yr Note (Cbt)jun13 Xcbt 20130619 | 9.39% | |
| Bmi0j2p83 Irs Usd P F .82000 | 4.79% | |
| Bmi0j2p83 Irs Usd R V 03mlibor | 4.78% | |
| US Treasury Note 2.25% | 3.38% | |
| Bmi0m7846 Irs Usd P F .81687 | 2.80% | |
| Bmi0m7846 Irs Usd R V 03mlibor | 2.80% | |
| Fannie Mae Single Family TBA 3.5% 2043-04-01 | 2.79% | |
| US Treasury Bond 3.125% | 2.37% |