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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Morgan Stanley Multi-Asset Real Return Portfolio A, 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 Multi-Asset Real Return Portfolio A
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.69% | 1.98% | 3.49% | -0.00% | -0.00% | 1.50% | 0.65% | 11.79% | |||||
| 2024 | -1.20% | -0.56% | 1.59% | -2.12% | 1.79% | -0.37% | 2.69% | 0.81% | 1.88% | -1.32% | -0.36% | -3.22% | -0.55% |
| 2023 | 2.96% | -2.70% | 1.39% | -0.27% | -2.19% | -0.65% | 2.63% | -0.92% | -3.79% | -0.00% | 5.57% | 3.37% | 5.09% |
| 2022 | -0.18% | 3.20% | 0.35% | -0.27% | -0.71% | -7.05% | 4.61% | -3.21% | -3.79% | 2.07% | 7.53% | 0.99% | 2.74% |
| 2021 | -0.96% | 1.65% | 2.86% | 4.59% | 1.69% | 0.70% | 2.02% | 1.03% | -1.52% | 4.39% | 0.74% | 2.70% | 21.57% |
| 2020 | 0.00% | -5.03% | -14.30% | 6.91% | 0.99% | 1.19% | 1.32% | 3.07% | -2.67% | -2.54% | 11.10% | 2.26% | 0.07% |
Benchmark Metrics
Morgan Stanley Multi-Asset Real Return Portfolio A has an annualized alpha of 1.62%, beta of 0.40, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since June 19, 2018.
- This fund participated in 50.40% of S&P 500 Index downside but only 41.90% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.40 may look defensive, but with R² of 0.45 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.45 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
- 1.62%
- Beta
- 0.40
- R²
- 0.45
- Upside Capture
- 41.90%
- Downside Capture
- 50.40%
Expense Ratio
MRJAX has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Morgan Stanley Multi-Asset Real Return Portfolio A (MRJAX) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
Morgan Stanley Multi-Asset Real Return Portfolio A provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $1.10 | $0.48 | $0.44 | $1.67 | $0.11 | $0.15 | $0.11 |
Dividend yield | 0.00% | 11.24% | 4.40% | 4.04% | 15.24% | 1.09% | 1.40% | 1.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Stanley Multi-Asset Real Return Portfolio A. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $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 | $1.10 | $1.10 |
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $1.58 | $1.67 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.03 | $0.11 |
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 Multi-Asset Real Return Portfolio A. 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 Multi-Asset Real Return Portfolio A was 28.36%, occurring on Mar 23, 2020. Recovery took 233 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.36% | Feb 18, 2020 | 25 | Mar 23, 2020 | 233 | Feb 24, 2021 | 258 |
| -13.33% | Mar 9, 2022 | 167 | Nov 3, 2022 | 55 | Jan 25, 2023 | 222 |
| -12.31% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -8.44% | Jan 27, 2023 | 175 | Oct 6, 2023 | 48 | Dec 14, 2023 | 223 |
| -6.96% | Oct 2, 2024 | 57 | Dec 20, 2024 | 32 | Feb 10, 2025 | 89 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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