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

Mutual Fund · Currency in USD · Last updated Jul 17, 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 Jul 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVAGXLSV Global Value Fund3.09
PGVFXPolaris Global Value Fund2.96
EPSYXMainStay Epoch Global Equity Yield Fund2.96
FMIEXWasatch Global Value Fund Investor Class Shares2.92
JGYIXJohn Hancock Global Shareholder Yield Fund2.87
VGPMXVanguard Global Capital Cycles Fund2.84
LVAFXLSV Global Managed Volatility Fund2.83
GMGEXGMO Global Equity Allocation Fund2.71
GWOAXGMO Global Developed Equity Allocation Fund2.70
SEQAXGuggenheim World Equity Income Fund2.48
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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