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
| Issuer | Morgan Stanley |
|---|---|
| Inception Date | Apr 4, 2021 |
| Category | Large Cap Value Equities |
| Min. Investment | $1,000,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
MAAQX has a high expense ratio of 0.51%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 3.90% year-to-date (YTD) and 22.72% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 3.90% | 11.18% |
| 1 month | 6.06% | 5.60% |
| 6 months | 15.84% | 17.48% |
| 1 year | 22.72% | 26.33% |
| 5 years (annualized) | N/A | 13.16% |
| 10 years (annualized) | N/A | 10.99% |
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% | 3.90% | ||||||||
| 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% | 13.18% | 7.73% | -5.39% | 0.87% |
| 2021 | 0.20% | 2.89% | 4.66% | -3.62% | -0.10% | 1.73% | -1.23% | 1.34% | -2.84% | 7.66% | 10.67% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MAAQX is 51, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
MAAQX (Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio)
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 granted a 2.08% dividend yield in the last twelve months. The annual payout for that period amounted to $0.24 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.24 | $0.24 | $0.31 | $0.46 |
Dividend yield | 2.08% | 2.16% | 3.02% | 4.38% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 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 | $0.31 | $0.31 |
| 2021 | $0.46 | $0.46 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 20.63%, occurring on May 4, 2023. Recovery took 220 trading sessions.
The current Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio drawdown is 1.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 |
| -7.7% | Nov 16, 2021 | 11 | Dec 1, 2021 | 19 | Dec 29, 2021 | 30 |
| -7.35% | Jan 18, 2022 | 27 | Feb 24, 2022 | 38 | Apr 20, 2022 | 65 |
Volatility
Volatility Chart
The current Morgan Stanley Institutional Fund Trust Dynamic Value Portfolio volatility is 3.09%, 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.