- Issuer
- Morgan Stanley
- Inception Date
- Apr 5, 2020
- Category
- Large Cap Growth Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
MSHMX Performance Chart
Morgan Stanley Permanence Portfolio (MSHMX) is up 1.2% since the beginning of the year. MSHMX is currently trading at $13 per share. Investors who bought $1,000 worth of MSHMX shares 5 years ago would now be looking at an investment worth $1,517.
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Returns By Period
Morgan Stanley Permanence Portfolio (MSHMX) has returned 1.23% so far this year and 2.34% over the past 12 months.
Morgan Stanley Permanence Portfolio
- 1D
- 0.53%
- 1M
- -0.53%
- YTD
- 1.23%
- 6M
- -0.38%
- 1Y
- 2.34%
- 3Y*
- 12.48%
- 5Y*
- 8.69%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.34%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
MSHMX Monthly Returns History
Based on dividend-adjusted daily data since Mar 31, 2020, MSHMX's average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +14.7%, while the worst month was Jan 2022 at -10.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MSHMX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Jun 11, 2020 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.84% | 0.37% | -4.54% | 4.91% | 2.30% | -4.28% | 1.23% | ||||||
| 2025 | 6.50% | -0.00% | -4.49% | 0.31% | 8.98% | 7.82% | -0.26% | 1.57% | -0.26% | -0.00% | -3.04% | 0.76% | 18.36% |
| 2024 | -0.63% | 10.66% | 3.07% | -8.44% | 2.04% | -0.81% | 4.63% | 0.64% | 0.64% | -1.97% | 7.76% | -3.11% | 13.91% |
| 2023 | 11.38% | -2.49% | 5.86% | -1.17% | 3.08% | 4.36% | 2.79% | -3.42% | -7.09% | -5.56% | 10.27% | 7.77% | 26.50% |
| 2022 | -10.82% | -1.40% | 1.81% | -10.53% | -1.21% | -4.38% | 10.82% | -5.79% | -7.64% | 8.17% | 7.82% | -6.61% | -20.53% |
| 2021 | -3.89% | 2.56% | 1.73% | 5.99% | -1.93% | 4.13% | 4.47% | 1.93% | -4.96% | 7.09% | -3.02% | 2.36% | 16.75% |
Benchmark Metrics
Morgan Stanley Permanence Portfolio has an annualized alpha of -1.18%, beta of 1.00, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since March 31, 2020.
- This fund participated in 110.23% of S&P 500 Index downside but only 101.67% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R2 of 0.77, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.18%
- Beta
- 1.00
- R²
- 0.77
- Upside Capture
- 101.67%
- Downside Capture
- 110.23%
Expense Ratio
MSHMX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MSHMX ranks 4 for risk / return — in the bottom 4% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Morgan Stanley Permanence Portfolio (MSHMX) 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.
| MSHMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.35 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 2.66 | -2.41 |
| Martin ratioReturn relative to average drawdown | 0.68 | 11.86 | -11.19 |
Dividends
Dividend History
Morgan Stanley Permanence Portfolio provided a 16.11% dividend yield over the last twelve months, with an annual payout of $2.12 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $2.12 | $2.12 | $1.84 | $1.29 | $0.31 | $2.62 | $0.86 |
Dividend yield | 16.11% | 16.31% | 14.39% | 10.11% | 2.76% | 18.17% | 5.88% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Stanley Permanence 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 | $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 | $2.12 | $2.12 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.84 | $1.84 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.29 | $1.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.62 | $2.62 |
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 Permanence 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 Permanence Portfolio was 30.20%, occurring on Oct 14, 2022. Recovery took 330 trading sessions.
The current Morgan Stanley Permanence Portfolio drawdown is 5.92%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -30.20%Oct 2022 | 11mo 1d | 1y 3mo | 2y 2moNov 2021 - Feb 2024 |
2025 selloff2025 | -16.65%Apr 2025 | 1mo 23d | 1mo 8d | 3mo 1dFeb 2025 - May 2025 |
2026 correction2026 | -10.64%Mar 2026 | 1mo 28d | 1mo 11d | 3mo 9dJan 2026 - May 2026 |
2025 pullback2025 | -9.67%Nov 2025 | 1mo 18d | 1mo 23d | 3mo 11dOct 2025 - Jan 2026 |
2021 pullback2021 | -9.34%Mar 2021 | 16d | 1mo 10d | 1mo 26dFeb 2021 - Apr 2021 |
Drawdown Indicators
| MSHMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.20% | -56.78% | +26.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -9.10% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -17.26% | -18.90% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -30.20% | -25.43% | -4.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.92% | -2.49% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -6.81% | -10.72% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.03% | +1.84% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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