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ISIN
US61768B8697
CUSIP
61768B869
Inception Date
Feb 13, 2020
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

MDOEX Performance Chart

Morgan Stanley Developing Opportunity Portfolio (MDOEX) is up 15.2% since the beginning of the year. MDOEX is currently trading at $12 per share. Investors who bought $1,000 worth of MDOEX shares 5 years ago would now be looking at an investment worth $889.


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S&P 500 Index

Returns By Period

Morgan Stanley Developing Opportunity Portfolio (MDOEX) has returned 15.21% so far this year and 13.24% over the past 12 months.


Morgan Stanley Developing Opportunity Portfolio

1D
3.16%
1M
9.81%
YTD
15.21%
6M
17.73%
1Y
13.24%
3Y*
12.89%
5Y*
-2.33%
10Y*

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDOEX Monthly Returns History

Based on dividend-adjusted daily data since Feb 14, 2020, MDOEX's average daily return is +0.03%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +17.3%, while the worst month was Jul 2021 at -13.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MDOEX closed higher 49% of trading days. The best single day was Mar 16, 2022 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.60%0.09%-12.29%13.70%11.05%1.31%15.21%
20251.50%0.59%0.49%2.82%2.93%4.22%-2.47%1.99%5.31%-1.85%-6.00%-1.00%8.28%
2024-6.47%6.18%2.79%3.74%2.73%-0.96%-1.82%4.81%10.84%-0.28%-0.19%-4.52%16.79%
20239.26%-5.02%2.00%-2.88%-2.96%3.79%6.47%-4.09%-4.61%-4.11%6.30%2.49%5.36%
2022-7.21%-4.94%-8.08%-9.41%-3.23%-4.89%3.26%2.19%-8.44%-7.66%17.30%-1.56%-30.36%
20214.69%0.92%-7.11%0.91%-0.21%1.12%-13.32%3.50%-4.46%2.82%-7.83%0.17%-18.69%

Benchmark Metrics

Morgan Stanley Developing Opportunity Portfolio has an annualized alpha of -5.56%, beta of 0.84, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since February 14, 2020.

  • This fund participated in 80.83% of S&P 500 Index downside but only 51.24% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.48 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-5.56%
Beta
0.84
0.48
Upside Capture
51.24%
Downside Capture
80.83%

Expense Ratio

MDOEX has a high expense ratio of 1.15%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MDOEX ranks 8 for risk / return — in the bottom 8% 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.


MDOEX Risk / Return Rank: 88
Overall Rank
MDOEX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MDOEX Sortino Ratio Rank: 88
Sortino Ratio Rank
MDOEX Omega Ratio Rank: 99
Omega Ratio Rank
MDOEX Calmar Ratio Rank: 77
Calmar Ratio Rank
MDOEX Martin Ratio Rank: 77
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 Developing Opportunity Portfolio (MDOEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MDOEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratioReturn relative to maximum drawdown

0.69

2.71

-2.02

Martin ratioReturn relative to average drawdown

1.85

12.15

-10.30

Dividends

Dividend History

Morgan Stanley Developing Opportunity Portfolio provided a 0.64% dividend yield over the last twelve months, with an annual payout of $0.08 per share.


0.74%0.75%0.75%0.76%0.76%$0.00$0.02$0.04$0.06$0.0820242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.08$0.08$0.08

Dividend yield

0.64%0.74%0.76%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Developing Opportunity Portfolio. 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$0.08$0.08
2024$0.08$0.08

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 Developing Opportunity 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 Developing Opportunity Portfolio was 59.92%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Morgan Stanley Developing Opportunity Portfolio drawdown is 27.11%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-59.92%Oct 2022
1y 8mo
5y 4moFeb 2021 - now
COVID crash2020
-27.25%Mar 2020
1mo 2d2mo 12d
3mo 14dFeb 2020 - Jun 2020
2020 pullback2020
-9.18%Sep 2020
21d1mo 11d
2mo 2dSep 2020 - Nov 2020
2021 pullback2021
-3.62%Jan 2021
3d3d
6dJan 2021 - Feb 2021
2020 pullback2020
-3.46%Jul 2020
6d4d
10dJul 2020 - Jul 2020

Drawdown Indicators


MDOEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.92%

-56.78%

-3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-21.82%

-9.10%

-12.72%

Max Drawdown (3Y)

Largest decline over 3 years

-21.82%

-18.90%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-52.60%

-25.43%

-27.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-27.11%

-1.29%

-25.82%

Average Drawdown

Average peak-to-trough decline

-35.00%

-10.72%

-24.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

2.02%

+6.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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