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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Morgan Stanley Institutional Fund Trust Global Strategist Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Morgan Stanley Institutional Fund Trust Global Strategist Portfolio (MPBAX) has returned -3.90% so far this year and 11.06% over the past 12 months. Over the last ten years, MPBAX has returned 6.45% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Morgan Stanley Institutional Fund Trust Global Strategist Portfolio
- 1D
- -0.21%
- 1M
- -7.46%
- YTD
- -3.90%
- 6M
- -1.81%
- 1Y
- 11.06%
- 3Y*
- 9.79%
- 5Y*
- 4.06%
- 10Y*
- 6.45%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 31, 1992, MPBAX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +9.3%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, MPBAX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -7.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.67% | 1.15% | -7.46% | -3.90% | |||||||||
| 2025 | 2.38% | 0.72% | -1.26% | 1.67% | 3.06% | 3.29% | -0.15% | 2.42% | 2.21% | 1.28% | 0.05% | 0.84% | 17.66% |
| 2024 | -0.71% | 1.55% | 2.17% | -2.99% | 3.44% | 0.97% | 2.55% | 2.05% | 1.84% | -2.93% | 2.41% | -2.82% | 7.48% |
| 2023 | 6.43% | -3.75% | 2.45% | 0.58% | -1.86% | 3.73% | 2.77% | -2.33% | -3.64% | -2.15% | 7.46% | 4.58% | 14.29% |
| 2022 | -2.35% | -1.84% | -0.53% | -6.94% | 1.45% | -7.91% | 4.73% | -4.39% | -8.31% | 3.68% | 7.60% | -1.92% | -16.71% |
| 2021 | -0.17% | 1.75% | 1.39% | 2.79% | 2.29% | -1.04% | 0.32% | 0.89% | -2.55% | 2.08% | -1.73% | 2.44% | 8.62% |
Benchmark Metrics
Morgan Stanley Institutional Fund Trust Global Strategist Portfolio has an annualized alpha of 1.91%, beta of 0.56, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 04, 1993.
- This fund participated in 65.32% of S&P 500 Index downside but only 63.77% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.56 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.91%
- Beta
- 0.56
- R²
- 0.90
- Upside Capture
- 63.77%
- Downside Capture
- 65.32%
Expense Ratio
MPBAX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MPBAX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Global Strategist Portfolio (MPBAX) and compare them to a chosen benchmark (S&P 500 Index).
| MPBAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.90 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.39 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.40 | -0.07 |
Martin ratioReturn relative to average drawdown | 5.92 | 6.61 | -0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MPBAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Morgan Stanley Institutional Fund Trust Global Strategist Portfolio provided a 7.05% dividend yield over the last twelve months, with an annual payout of $1.32 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.32 | $1.32 | $0.48 | $0.00 | $0.09 | $1.41 | $0.23 | $0.28 | $2.04 | $1.11 | $0.18 | $0.02 |
Dividend yield | 7.05% | 6.77% | 2.70% | 0.00% | 0.61% | 7.91% | 1.32% | 1.74% | 14.65% | 6.52% | 1.15% | 0.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Stanley Institutional Fund Trust Global Strategist 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $1.32 | $1.32 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.48 |
| 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.41 | $1.41 |
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 Institutional Fund Trust Global Strategist 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 Global Strategist Portfolio was 39.46%, occurring on Mar 9, 2009. Recovery took 493 trading sessions.
The current Morgan Stanley Institutional Fund Trust Global Strategist Portfolio drawdown is 7.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.46% | Nov 1, 2007 | 339 | Mar 9, 2009 | 493 | Feb 18, 2011 | 832 |
| -30.36% | Sep 5, 2000 | 525 | Oct 9, 2002 | 550 | Dec 15, 2004 | 1075 |
| -26.45% | Jan 21, 2020 | 44 | Mar 23, 2020 | 99 | Aug 12, 2020 | 143 |
| -25.16% | Nov 10, 2021 | 232 | Oct 12, 2022 | 433 | Jul 5, 2024 | 665 |
| -14.66% | Apr 28, 2015 | 185 | Jan 20, 2016 | 290 | Mar 15, 2017 | 475 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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