Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio (MAAQX)
The fund aims to invest in equity securities within the Russell 1000 Index universe, utilizing total return swap transactions with long positions in Value stocks and long or short positions in Anti-Value stocks as part of its strategy. Additionally, derivative instruments will be used to enhance exposure to equity securities within the index universe.
Fund Info
Apr 4, 2021
$1,000,000
Large-Cap
Value
Expense Ratio
MAAQX features an expense ratio of 0.51%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio had a return of 0.85% year-to-date (YTD) and -74.14% in the last 12 months.
MAAQX
0.85%
-3.25%
-75.75%
-74.14%
N/A
N/A
^GSPC (Benchmark)
-0.66%
-3.44%
3.10%
22.14%
12.04%
11.24%
Monthly Returns
The table below presents the monthly returns of MAAQX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.95% | 0.72% | 6.73% | -5.38% | 1.33% | -1.49% | 7.66% | -0.08% | 0.17% | -0.74% | 6.91% | -77.75% | -74.67% |
| 2023 | 11.09% | -4.60% | -8.37% | 0.00% | -4.87% | 9.08% | 6.41% | -3.42% | -4.28% | -5.45% | 8.13% | 9.80% | 11.28% |
| 2022 | 2.64% | 0.37% | 1.93% | -3.87% | 7.67% | -11.47% | 7.26% | -4.39% | -11.39% | 13.17% | 7.73% | -5.47% | 0.78% |
| 2021 | 0.20% | 2.89% | 4.66% | -3.62% | -0.10% | 1.73% | -1.23% | 1.34% | -2.84% | 4.71% | 7.64% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MAAQX is 1, meaning it’s performing worse than 99% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio (MAAQX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio provided a 91.47% dividend yield over the last twelve months, with an annual payout of $2.18 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|
| Dividend | $2.18 | $2.18 | $0.24 | $0.30 | $0.17 |
Dividend yield | 91.47% | 92.25% | 2.16% | 2.93% | 1.64% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.18 | $2.18 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2021 | $0.17 | $0.17 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio. 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 Institutional Fund Trust Dynamic Value Portfolio was 81.48%, occurring on Dec 19, 2024. The portfolio has not yet recovered.
The current Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio drawdown is 81.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.48% | Dec 12, 2024 | 6 | Dec 19, 2024 | — | — | — |
| -20.63% | Feb 3, 2023 | 63 | May 4, 2023 | 220 | Mar 20, 2024 | 283 |
| -20.14% | May 31, 2022 | 83 | Sep 27, 2022 | 80 | Jan 23, 2023 | 163 |
| -9.55% | May 18, 2021 | 43 | Jul 19, 2021 | 83 | Nov 12, 2021 | 126 |
| -7.84% | Nov 16, 2021 | 24 | Dec 20, 2021 | 10 | Jan 4, 2022 | 34 |
Volatility
Volatility Chart
The current Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio volatility is 163.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.