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Inception Date
Apr 30, 2017
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MEMEX Performance Chart

Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) is up 33.3% since the beginning of the year. MEMEX is currently trading at $23 per share. Investors who bought $1,000 worth of MEMEX shares 5 years ago would now be looking at an investment worth $1,529.


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S&P 500 Index

Returns By Period

Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) has returned 33.30% so far this year and 59.90% over the past 12 months.


Morgan Stanley Emerging Markets Equity Portfolio

1D
2.63%
1M
8.98%
YTD
33.30%
6M
38.91%
1Y
59.90%
3Y*
25.07%
5Y*
8.86%
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)

MEMEX Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2017, MEMEX's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +14.7%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MEMEX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +6.5%, while the worst single day was Mar 16, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.25%7.52%-11.44%14.74%10.11%2.36%33.30%
20251.17%-0.86%0.94%1.51%4.96%5.67%-0.07%1.73%7.05%5.25%-1.16%3.05%32.98%
2024-3.26%4.57%3.14%0.67%1.33%4.59%-0.81%0.57%4.38%-3.79%-2.25%-1.08%7.82%
20238.39%-7.28%2.17%-0.16%-1.15%5.13%4.62%-5.99%-2.07%-2.70%6.78%4.96%11.90%
2022-3.26%-7.42%-2.16%-8.63%1.79%-9.62%2.82%-1.58%-9.69%0.84%14.62%-3.79%-25.14%
20212.82%0.99%-1.63%2.87%2.36%1.15%-4.92%4.34%-4.85%2.16%-5.47%3.84%2.99%

Benchmark Metrics

Morgan Stanley Emerging Markets Equity Portfolio has an annualized alpha of 0.14%, beta of 0.76, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since February 01, 2017.

  • This fund participated in 87.44% of S&P 500 Index downside but only 76.21% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.14%
Beta
0.76
0.58
Upside Capture
76.21%
Downside Capture
87.44%

Expense Ratio

MEMEX has a high expense ratio of 1.25%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MEMEX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MEMEX Risk / Return Rank: 8686
Overall Rank
MEMEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MEMEX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MEMEX Omega Ratio Rank: 8585
Omega Ratio Rank
MEMEX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MEMEX Martin Ratio Rank: 8989
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 Emerging Markets Equity Portfolio (MEMEX) 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.


MEMEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.54

1.36

+0.18

Calmar ratioReturn relative to maximum drawdown

4.07

2.71

+1.37

Martin ratioReturn relative to average drawdown

16.54

12.15

+4.39

Dividends

Dividend History

Morgan Stanley Emerging Markets Equity Portfolio provided a 2.52% dividend yield over the last twelve months, with an annual payout of $0.59 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.59$0.59$0.19$0.42$1.57$0.16$0.46$1.25$0.08

Dividend yield

2.52%3.35%1.38%3.26%13.18%0.86%2.57%7.81%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Emerging Markets Equity 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$0.59$0.00$0.00$0.00$0.00$0.00$0.59
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.19
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$0.42
2022$0.00$0.00$0.00$0.00$0.00$0.00$1.57$0.00$0.00$0.00$0.00$0.00$1.57
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.16

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 Emerging Markets Equity 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 Emerging Markets Equity Portfolio was 39.90%, occurring on Mar 23, 2020. Recovery took 185 trading sessions.

The current Morgan Stanley Emerging Markets Equity Portfolio drawdown is 1.89%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.90%Mar 2020
2y 1mo8mo 28d
2y 10moJan 2018 - Dec 2020
Bear market2022
-39.21%Oct 2022
1y 7mo2y 11mo
4y 7moFeb 2021 - Sep 2025
2026 correction2026
-14.99%Mar 2026
1mo 2d23d
1mo 25dFeb 2026 - Apr 2026
2026 pullback2026
-9.68%Jun 2026
7d
14d 19hJun 2026 - now
2021 pullback2021
-5.89%Jan 2021
7d10d
17dJan 2021 - Feb 2021

Drawdown Indicators


MEMEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.90%

-56.78%

+16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-9.10%

-5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.21%

-18.90%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-37.30%

-25.43%

-11.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.89%

-1.29%

-0.60%

Average Drawdown

Average peak-to-trough decline

-15.00%

-10.72%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

2.02%

+1.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MEMEX

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