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Morgan Stanley Multi-Asset Real Return Portfolio A (MRJAX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jun 6, 2026

The Fund aims for total return through capital appreciation and income, investing in real assets such as 20-35% in global listed real estate, 20-35% in global listed infrastructure, 10-35% in inflation-sensitive equities, 20-30% in inflation-sensitive fixed income, and 0-5% in commodity-linked investments.

Sharpe ratio is not yet available for MRJAX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Morgan Stanley Multi-Asset Real Return Portfolio A's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how MRJAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VGPMXVanguard Global Capital Cycles Fund3.80
LVAGXLSV Global Value Fund3.70
GCCHXGMO Climate Change Fund3.39
GMGEXGMO Global Equity Allocation Fund3.31
EPSYXMainStay Epoch Global Equity Yield Fund3.31
JGYIXJohn Hancock Global Shareholder Yield Fund3.27
PGVFXPolaris Global Value Fund3.27
PGTIXT. Rowe Price Global Technology Fund I Class3.24
PGEKXVictory Pioneer Global Equity Fund Class R63.14
MDGCXBlackRock Advantage Global Fund, Inc.3.11
MRJAXMorgan Stanley Multi-Asset Real Return Portfolio A—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows MRJAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MRJAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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