Performance
Trailing returns
| 1 day |
| -0.11% | |||
| 1 week | +0.03% |
| |||
| 4 week |
| -1.03% | |||
| 3 month |
| -0.96% | |||
| YTD |
| -1.17% | |||
| 1 year | +0.51% |
| |||
| 3 years* | +3.88% |
| |||
| 5 years* | +4.08% |
| |||
| *annualized | |||||
| Best 3 month return | +5.32% | |
| Worst 3 month return | -4.48% |
Morningstar statistics
Morningstar category: Intermediate Government
| Return | Risk | Rating | |
| 3 years | Above Average | Average |
 
|
| 5 years | Below Average | Above Average |
|
| 10 years | Below Average | Above Average |
|
| Overall | Below Average | Above Average |
|
Key statistics
| Total assets | 867.33M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.66% | |
| Management fee | - | |
| Fund family | Morgan Stanley |
Asset allocation
| Cash | 7.91% | |
| Stocks | 0.00% | |
| Bonds | 93.55% | |
| Other | -1.46% |
Purchase information
| Initial | US$5,000,000 |
8.830.00(0.00%)
Jun 18, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks a high level of current income consistent with safety of principal. The fund normally invests at least 80% of its net assets in a portfolio of U.S. government securities. Its investments may include zero coupon securities, which are purchased at a discount and generally accrue interest, but make no payment until maturity. The fund may, but it is not required to, use derivative instruments for risk management purposes.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Divya Chhibba (Started: Mar 31, 2011)
James Caron (Started: Jan 16, 2013)
Neil Stone (Started: Jan 17, 2012)
Divya Chhibba (Started: Mar 31, 2011)
James Caron (Started: Jan 16, 2013)
Neil Stone (Started: Jan 17, 2012)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -0.05 | 0.43 | -1.20 | -1.09 | |
| Beta* | 0.74 | 0.82 | 0.90 | 0.87 | |
| Mean annual return | 0.06 | 0.35 | 0.31 | 0.26 | |
| R-squared* | 91.93 | 91.17 | 75.76 | 76.74 | |
| Standard deviation | 2.11 | 2.35 | 3.73 | 3.58 | |
| Sharpe ratio | 0.27 | 1.74 | 0.92 | 0.41 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Us 5yr Note (Cbt) Jun13 Xcbt 20130628 | 11.15% | |
| US Treasury Note 1.25% | 6.10% | |
| Bmi0j2p83 Irs Usd P F .82000 | 4.66% | |
| Bmi0j2p83 Irs Usd R V 03mlibor | 4.65% | |
| US Treasury Note 1.875% | 4.55% | |
| US Treasury Note 0.375% | 4.07% | |
| Arab Rep Egypt 4.45% | 2.92% | |
| Bmi0m7846 Irs Usd P F .81687 | 2.75% | |
| Bmi0m7846 Irs Usd R V 03mlibor | 2.75% | |
| US Treasury Note 0.875% | 2.37% |