MS Screener 32's + FCF + US

The chart shows the growth of an initial investment of $10,000 in MS Screener 32's + FCF + US, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jul 25, 2025, MS Screener 32's + FCF + US's average daily return is +0.17%, while the average monthly return is +2.89%. At this rate, your investment would double in approximately 2.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Sep 2025 with a return of +22.2%, while the worst month was Nov 2025 at -13.0%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.

On a daily basis, MS Screener 32's + FCF + US closed higher 57% of trading days. The best single day was Feb 6, 2026 with a return of +7.6%, while the worst single day was Dec 12, 2025 at -6.5%.

MS Screener 32's + FCF + US has an annualized alpha of 34.08%, beta of 2.33, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since July 25, 2025.

• This portfolio captured 306.51% of S&P 500 Index gains but only 31.23% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 34.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 2.33 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

MS Screener 32's + FCF + US has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

There isn't enough data available to calculate the Sharpe ratio for MS Screener 32's + FCF + US. This metric is based on the past 12 months of trading data. Please check back later for updated information.

MS Screener 32's + FCF + US provided a 0.20% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the MS Screener 32's + FCF + US. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MS Screener 32's + FCF + US was 22.46%, occurring on Nov 21, 2025. The portfolio has not yet recovered.

The current MS Screener 32's + FCF + US drawdown is 10.05%.

The chart below shows the rolling one-month volatility.