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ISIN
US61745C1053
CUSIP
61745C105
Inception Date
Feb 25, 1994
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

IIF Performance Chart

Morgan Stanley India Investment Fund (IIF) is down 13.5% since the beginning of the year. IIF is currently trading at $22 per share. Investors who bought $1,000 worth of IIF shares 5 years ago would now be looking at an investment worth $1,464.


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S&P 500 Index

Returns By Period

Morgan Stanley India Investment Fund (IIF) has returned -13.53% so far this year and -13.48% over the past 12 months. Over the last ten years, IIF has returned 7.94% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Morgan Stanley India Investment Fund

1D
0.05%
1M
-1.37%
YTD
-13.53%
6M
-12.64%
1Y
-13.48%
3Y*
12.46%
5Y*
7.92%
10Y*
7.94%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIF Monthly Returns History

Based on dividend-adjusted daily data since Feb 15, 1995, IIF's average daily return is +0.07%, while the average monthly return is +1.44%. At this rate, an investment would double in approximately 4.0 years.

Historically, 58% of months were positive and 42% were negative. The best month was Dec 2007 with a return of +59.2%, while the worst month was Mar 2020 at -31.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IIF closed higher 50% of trading days. The best single day was Jun 26, 2008 with a return of +52.6%, while the worst single day was Mar 18, 2020 at -15.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-6.33%1.92%-13.71%6.71%-0.27%-1.37%-13.53%
2025-3.01%-5.43%5.22%7.13%2.49%5.41%-3.22%-3.92%0.38%3.45%-0.99%-0.09%6.71%
20244.61%2.76%-0.61%2.18%2.35%11.50%3.03%1.16%7.89%-7.85%1.77%-1.33%29.65%
2023-1.03%-2.09%-1.07%1.80%2.57%6.64%3.83%-1.02%0.36%-4.25%6.31%8.35%21.43%
2022-0.22%-6.38%0.68%-2.71%-5.20%-3.50%9.84%1.22%-6.36%1.93%4.34%-2.43%-9.55%
20210.99%7.33%1.40%-0.31%5.68%0.45%2.47%8.35%0.73%-1.27%-4.04%6.19%30.87%

Benchmark Metrics

Morgan Stanley India Investment Fund has an annualized alpha of 9.29%, beta of 0.88, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since February 16, 1995.

  • This fund captured 106.09% of S&P 500 Index gains but only 88.67% of its losses - a favorable profile for investors.
  • R2 of 0.23 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
9.29%
Beta
0.88
0.23
Upside Capture
106.09%
Downside Capture
88.67%

Expense Ratio

IIF has an expense ratio of 0.01%, which is considered low.


Return for Risk

Risk / Return Rank

IIF ranks 1 for risk / return — in the bottom 1% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


IIF Risk / Return Rank: 11
Overall Rank
IIF Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IIF Sortino Ratio Rank: 11
Sortino Ratio Rank
IIF Omega Ratio Rank: 11
Omega Ratio Rank
IIF Calmar Ratio Rank: 11
Calmar Ratio Rank
IIF Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Morgan Stanley India Investment Fund (IIF) and compare them to S&P 500 Index.


IIFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.86

2.39

-3.25

Sortino ratio

Return per unit of downside risk

-1.22

3.25

-4.47

Omega ratio

Gain probability vs. loss probability

0.87

1.43

-0.57

Calmar ratio

Return relative to maximum drawdown

-0.56

3.11

-3.68

Martin ratio

Return relative to average drawdown

-1.36

14.38

-15.74

Dividends

Dividend History

Morgan Stanley India Investment Fund provided a 9.19% dividend yield over the last twelve months, with an annual payout of $1.99 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.99$1.99$2.70$3.14$3.98$1.00$0.00$0.03$6.10$5.05$1.14$0.04

Dividend yield

9.19%7.95%10.67%14.61%19.62%3.75%0.02%0.14%30.40%15.23%4.46%0.16%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley India Investment Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.99$1.99
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.70$2.70
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.14$3.14
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.98$3.98
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Morgan Stanley India Investment Fund. 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 Morgan Stanley India Investment Fund was 62.11%, occurring on Nov 20, 2008. Recovery took 437 trading sessions.

The current Morgan Stanley India Investment Fund drawdown is 17.81%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.11%Nov 2008
3mo 29d1y 9mo
2y 25dJul 2008 - Aug 2010
1998 bear market1998
-59.65%Aug 1998
1y 24d1y 1mo
2y 2moAug 1997 - Oct 1999
COVID crash2020
-59.05%Mar 2020
2y 1mo1y 5mo
3y 7moJan 2018 - Aug 2021
Dot-com crash2000–2002
-54.92%Sep 2001
1y 7mo1y 11mo
3y 6moFeb 2000 - Aug 2003
2013 bear market2013
-49.73%Aug 2013
2y 9mo1y 2mo
4y 11dNov 2010 - Nov 2014

Drawdown Indicators


IIFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.11%

-56.78%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-24.05%

-9.10%

-14.95%

Max Drawdown (3Y)

Largest decline over 3 years

-24.05%

-18.90%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-25.43%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-59.05%

-33.92%

-25.13%

Current Drawdown

Current decline from peak

-17.81%

0.00%

-17.81%

Average Drawdown

Average peak-to-trough decline

-19.78%

-10.72%

-9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.91%

1.97%

+7.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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