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

Share Price Chart


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Performance

MMGPX Performance Chart

Morgan Stanley Discovery Portfolio (MMGPX) is up 0.1% since the beginning of the year. MMGPX is currently trading at $7 per share. Investors who bought $1,000 worth of MMGPX shares 5 years ago would now be looking at an investment worth $746.


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S&P 500 Index

Returns By Period

Morgan Stanley Discovery Portfolio (MMGPX) has returned 0.14% so far this year and -1.89% over the past 12 months.


Morgan Stanley Discovery Portfolio

1D
2.52%
1M
0.55%
YTD
0.14%
6M
-3.43%
1Y
-1.89%
3Y*
21.62%
5Y*
-5.70%
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)

MMGPX Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2017, MMGPX's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +24.0%, while the worst month was Apr 2022 at -22.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, MMGPX closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +13.6%, while the worst single day was Mar 16, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.48%-1.01%-4.98%10.02%9.52%-6.52%0.14%
20258.91%-6.35%-9.64%7.83%12.98%7.80%3.20%-0.12%0.25%0.25%-8.86%-1.48%12.58%
2024-8.28%13.06%3.78%-10.53%0.45%3.60%2.17%6.38%6.00%7.74%20.84%-5.65%41.83%
202316.35%-3.51%3.36%-6.50%8.12%9.92%8.78%-10.31%-5.50%-8.99%14.24%16.79%44.34%
2022-21.54%-1.87%-5.18%-22.75%-17.79%-7.22%12.46%0.48%-11.61%0.54%-5.87%-9.92%-63.37%
20219.77%2.29%-12.23%3.03%-5.61%12.88%-5.99%0.82%-5.22%11.06%-7.02%-11.85%-11.55%

Benchmark Metrics

Morgan Stanley Discovery Portfolio has an annualized alpha of 1.94%, beta of 1.31, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since February 01, 2017.

  • This fund captured 117.12% of S&P 500 Index gains and 109.91% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.47 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
1.94%
Beta
1.31
0.47
Upside Capture
117.12%
Downside Capture
109.91%

Expense Ratio

MMGPX has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

MMGPX ranks 3 for risk / return — in the bottom 3% 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.


MMGPX Risk / Return Rank: 33
Overall Rank
MMGPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MMGPX Sortino Ratio Rank: 33
Sortino Ratio Rank
MMGPX Omega Ratio Rank: 33
Omega Ratio Rank
MMGPX Calmar Ratio Rank: 33
Calmar Ratio Rank
MMGPX 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 Discovery Portfolio (MMGPX) 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.


MMGPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.02

1.36

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.02

2.71

-2.73

Martin ratioReturn relative to average drawdown

-0.04

12.15

-12.19

Dividends

Dividend History

Morgan Stanley Discovery Portfolio provided a 0.43% dividend yield over the last twelve months, with an annual payout of $0.03 per share.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%$0.00$2.00$4.00$6.00$8.00$10.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.03$0.03$0.00$0.00$3.99$11.00$2.34$2.04$3.00

Dividend yield

0.43%0.43%0.00%0.00%125.40%64.53%7.93%15.63%28.02%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Discovery 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$0.03$0.00$0.00$0.00$0.00$0.00$0.03
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$3.99$0.00$0.00$0.00$0.00$0.00$3.99
2021$0.00$0.00$0.00$0.00$0.00$0.00$11.00$0.00$0.00$0.00$0.00$0.00$11.00

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 Discovery 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 Discovery Portfolio was 75.38%, occurring on Jan 5, 2023. The portfolio has not yet recovered.

The current Morgan Stanley Discovery Portfolio drawdown is 40.16%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-75.38%Jan 2023
1y 10mo
5y 4moFeb 2021 - now
COVID crash2020
-35.64%Mar 2020
24d1mo 20d
2mo 14dFeb 2020 - May 2020
Rate-hike selloffLate 2018
-26.10%Dec 2018
3mo 11d2mo 3d
5mo 14dSep 2018 - Feb 2019
2019 correction2019
-17.56%Nov 2019
3mo 11d2mo 29d
6mo 10dJul 2019 - Feb 2020
2020 correction2020
-13.55%Nov 2020
19d23d
1mo 12dOct 2020 - Nov 2020

Drawdown Indicators


MMGPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-75.38%

-56.78%

-18.60%

Max Drawdown (1Y)

Largest decline over 1 year

-27.79%

-9.10%

-18.69%

Max Drawdown (3Y)

Largest decline over 3 years

-29.27%

-18.90%

-10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-72.70%

-25.43%

-47.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-40.16%

-1.29%

-38.87%

Average Drawdown

Average peak-to-trough decline

-30.27%

-10.72%

-19.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.45%

2.02%

+11.43%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MMGPX

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

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