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Inception Date
Apr 30, 2017
Min. Investment
$0
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

MEGIX Performance Chart

Morgan Stanley Growth Portfolio (MEGIX) is down 4.5% since the beginning of the year. MEGIX is currently trading at $25 per share. Investors who bought $1,000 worth of MEGIX shares 5 years ago would now be looking at an investment worth $1,058.


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S&P 500 Index

Returns By Period

Morgan Stanley Growth Portfolio (MEGIX) has returned -4.48% so far this year and 3.72% over the past 12 months.


Morgan Stanley Growth Portfolio

1D
5.05%
1M
3.72%
YTD
-4.48%
6M
-6.80%
1Y
3.72%
3Y*
28.92%
5Y*
1.13%
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)

MEGIX Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2017, MEGIX's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, an investment would double in approximately 3.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2024 with a return of +23.7%, while the worst month was Jan 2022 at -22.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, MEGIX closed higher 54% of trading days. The best single day was Nov 11, 2022 with a return of +19.6%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-8.51%-3.33%-4.43%8.33%8.96%-4.26%-4.48%
202520.08%-6.81%-12.15%8.84%13.94%7.29%2.30%2.83%6.72%0.80%-9.08%0.84%35.72%
2024-5.69%12.39%2.26%-9.61%-1.68%4.74%1.19%6.46%5.93%7.42%23.68%-4.16%46.59%
202317.48%-4.08%3.95%-5.89%9.90%8.64%8.71%-9.18%-5.23%-8.59%17.80%12.09%48.66%
2022-22.06%-0.93%-4.99%-21.95%-16.64%-9.13%10.81%1.36%-10.18%2.49%-2.72%-10.47%-60.94%
20211.67%5.52%-8.34%5.23%-2.94%12.05%-0.32%2.27%-6.32%7.80%-3.42%-10.81%-0.20%

Benchmark Metrics

Morgan Stanley Growth Portfolio has an annualized alpha of 2.53%, beta of 1.30, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since February 01, 2017.

  • This fund captured 122.89% of S&P 500 Index gains and 112.44% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • 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
2.53%
Beta
1.30
0.48
Upside Capture
122.89%
Downside Capture
112.44%

Expense Ratio

MEGIX has an expense ratio of 0.57%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MEGIX ranks 4 for risk / return — in the bottom 4% 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.


MEGIX Risk / Return Rank: 44
Overall Rank
MEGIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MEGIX Sortino Ratio Rank: 44
Sortino Ratio Rank
MEGIX Omega Ratio Rank: 44
Omega Ratio Rank
MEGIX Calmar Ratio Rank: 44
Calmar Ratio Rank
MEGIX Martin Ratio Rank: 33
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 Growth Portfolio (MEGIX) 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.


MEGIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.06

1.36

-0.31

Calmar ratioReturn relative to maximum drawdown

0.20

2.71

-2.51

Martin ratioReturn relative to average drawdown

0.42

12.15

-11.74

Dividends

Dividend History

Morgan Stanley Growth Portfolio provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%50.00%100.00%150.00%$0.00$5.00$10.00$15.00$20.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.00$0.00$0.00$0.00$14.67$18.70$5.60$1.91$6.96

Dividend yield

0.00%0.00%0.00%0.00%163.32%34.82%7.97%5.35%24.32%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Growth 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$0.00$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$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$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$14.67$0.00$0.00$0.00$0.00$0.00$14.67
2021$0.00$0.00$0.00$0.00$0.00$0.00$18.70$0.00$0.00$0.00$0.00$0.00$18.70

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 Growth 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 Growth Portfolio was 69.99%, occurring on Dec 28, 2022. Recovery took 679 trading sessions.

The current Morgan Stanley Growth Portfolio drawdown is 14.92%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-69.99%Dec 2022
1y 1mo2y 8mo
3y 10moNov 2021 - Sep 2025
COVID crash2020
-33.03%Mar 2020
25d1mo 20d
2mo 15dFeb 2020 - May 2020
2026 bear market2026
-28.03%Mar 2026
6mo 9d
8mo 28dSep 2025 - now
2021 bear market2021
-24.65%May 2021
2mo 25d5mo 9d
8mo 4dFeb 2021 - Oct 2021
Rate-hike selloffLate 2018
-24.46%Dec 2018
3mo 26d2mo 26d
6mo 22dAug 2018 - Mar 2019

Drawdown Indicators


MEGIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-69.99%

-56.78%

-13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-28.03%

-9.10%

-18.93%

Max Drawdown (3Y)

Largest decline over 3 years

-32.12%

-18.90%

-13.22%

Max Drawdown (5Y)

Largest decline over 5 years

-69.99%

-25.43%

-44.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-14.92%

-1.29%

-13.63%

Average Drawdown

Average peak-to-trough decline

-23.02%

-10.72%

-12.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.41%

2.02%

+11.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MEGIX

Add Morgan Stanley Growth Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MEGIX