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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Morgan Stanley Permanence 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 Permanence Portfolio (MSHMX) has returned -4.38% so far this year and 11.26% over the past 12 months.
Morgan Stanley Permanence Portfolio
- 1D
- 0.16%
- 1M
- -7.37%
- YTD
- -4.38%
- 6M
- -6.58%
- 1Y
- 11.26%
- 3Y*
- 12.36%
- 5Y*
- 8.58%
- 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
Based on dividend-adjusted daily data since Mar 31, 2020, MSHMX's average daily return is +0.06%, while the average monthly return is +1.35%. At this rate, your 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% | -7.37% | -4.38% | |||||||||
| 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 0.07%, beta of 1.00, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since April 01, 2020.
- This fund participated in 109.75% of S&P 500 Index downside but only 107.23% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R² of 0.79, 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
- 0.07%
- Beta
- 1.00
- R²
- 0.79
- Upside Capture
- 107.23%
- Downside Capture
- 109.75%
Expense Ratio
MSHMX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MSHMX ranks 21 for risk / return — below 21% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Morgan Stanley Permanence Portfolio (MSHMX) and compare them to a chosen benchmark (S&P 500 Index).
| MSHMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.90 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.39 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.40 | -0.65 |
Martin ratioReturn relative to average drawdown | 2.46 | 6.61 | -4.15 |
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 MSHMX 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 Permanence Portfolio provided a 17.06% 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 | 17.06% | 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 | |||||||||
| 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 10.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.2% | Nov 17, 2021 | 229 | Oct 14, 2022 | 330 | Feb 8, 2024 | 559 |
| -16.65% | Feb 14, 2025 | 37 | Apr 8, 2025 | 27 | May 16, 2025 | 64 |
| -10.64% | Jan 28, 2026 | 42 | Mar 27, 2026 | — | — | — |
| -9.67% | Oct 3, 2025 | 35 | Nov 20, 2025 | 34 | Jan 12, 2026 | 69 |
| -9.34% | Feb 16, 2021 | 13 | Mar 4, 2021 | 27 | Apr 13, 2021 | 40 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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