Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week | +0.34% |
| |||
| 4 week | +1.88% |
| |||
| 3 month | +1.95% |
| |||
| YTD | +2.21% |
| |||
| 1 year | +18.56% |
| |||
| 3 years* | +14.32% |
| |||
| 5 years* | +10.44% |
| |||
| *annualized | |||||
| Best 3 month return | +16.06% | |
| Worst 3 month return | -9.03% |
Morningstar statistics
Morningstar category: Long-Term Bond
| Return | Risk | Rating | |
| 3 years | Average | Above Average |
 
|
| 5 years | Above Average | Average |
|
| 10 years | - | - | - |
| Overall | Above Average | Average |
|
Key statistics
| Total assets | 24.62M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.50% | |
| Management fee | - | |
| Fund family | Morgan Stanley |
Asset allocation
| Cash | 3.63% | |
| Stocks | 0.00% | |
| Bonds | 96.37% | |
| Other | 0.00% |
Purchase information
| Initial | US$5,000,000 |
11.900.00(0.00%)
May 11, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks an above-average total return over a market cycle of three to five years. The fund invests at least 80% of assets in fixed income securities. It invests primarily in a diversified mix of U.S. dollar-denominated investment grade fixed income securities, particularly U.S. government, corporate, municipal, and mortgage securities and will ordinarily seek to maintain an average weighted duration of approximately ten or more years. The fund 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: Jan 31, 2011)
Jaidip Singh (Started: Dec 31, 2007)
Neil Stone (Started: Jan 17, 2012)
Joseph Mehlman (Started: Jan 31, 2011)
Jaidip Singh (Started: Dec 31, 2007)
Neil Stone (Started: Jan 17, 2012)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -5.53 | -3.62 | -5.22 | - | |
| Beta* | 3.28 | 2.56 | 2.76 | - | |
| Mean annual return | 1.54 | 1.15 | 0.86 | - | |
| R-squared* | 80.08 | 71.89 | 85.10 | - | |
| Standard deviation | 9.42 | 8.21 | 10.90 | - | |
| Sharpe ratio | 1.95 | 1.67 | 0.86 | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| 10yr Us Treasury Note Futures Jun12 Xcbt | 9.34% | |
| US Treasury Bond 5.5% | 7.81% | |
| Brscqbv72 Irs Eur P F 3.61000 | 7.52% | |
| Brscqbvn7 Irs Usd R F 4.14500 | 7.35% | |
| Brscqbv72 Irs Eur R V 06meurbo | 7.35% | |
| Brscqbvn7 Irs Usd P V 03mlibor | 7.26% | |
| US Treasury Bond 4.25% | 7.08% | |
| Brscqbva5 Irs Eur R F 4.25750 | 6.02% | |
| Brscqbv49 Irs Usd P F 4.34500 | 5.96% | |
| Brscqbv49 Irs Usd R V 03mlibor | 5.85% |