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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Morgan Stanley Global Endurance 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 Global Endurance Portfolio (MSJIX) has returned -8.10% so far this year and 17.91% over the past 12 months.
Morgan Stanley Global Endurance Portfolio
- 1D
- 0.63%
- 1M
- -9.11%
- YTD
- -8.10%
- 6M
- -4.53%
- 1Y
- 17.91%
- 3Y*
- 16.95%
- 5Y*
- -8.71%
- 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 Jan 3, 2019, MSJIX's average daily return is +0.06%, while the average monthly return is +1.40%. At this rate, your investment would double in approximately 4.2 years.
Historically, 54% of months were positive and 46% were negative. The best month was Jan 2021 with a return of +30.2%, while the worst month was Mar 2020 at -26.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 8 months.
On a daily basis, MSJIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.6%, while the worst single day was Mar 16, 2020 at -14.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.71% | 5.01% | -9.11% | -8.10% | |||||||||
| 2025 | 9.62% | -2.51% | -9.12% | 3.02% | 1.91% | 7.97% | 1.52% | 5.13% | 2.09% | 1.74% | 0.49% | 1.60% | 24.62% |
| 2024 | -5.42% | 6.46% | 4.69% | -7.05% | -0.13% | -3.22% | 7.52% | -0.74% | 6.30% | -3.11% | 5.27% | -3.27% | 5.99% |
| 2023 | 21.02% | 3.00% | 5.05% | -3.83% | 11.53% | 14.97% | 13.09% | -4.73% | -7.79% | -11.24% | 4.95% | 15.48% | 72.54% |
| 2022 | -18.23% | -11.24% | -5.96% | -20.59% | -14.49% | -12.52% | 8.80% | -3.92% | -9.18% | 0.84% | -7.24% | -6.21% | -66.23% |
| 2021 | 30.22% | 2.40% | -8.26% | 5.80% | -3.96% | 11.08% | -5.77% | -2.23% | -4.00% | 8.53% | -11.39% | -6.59% | 9.69% |
Benchmark Metrics
Morgan Stanley Global Endurance Portfolio has an annualized alpha of -1.19%, beta of 1.20, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 04, 2019.
- This fund participated in 123.07% of S&P 500 Index downside but only 117.73% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.19%
- Beta
- 1.20
- R²
- 0.52
- Upside Capture
- 117.73%
- Downside Capture
- 123.07%
Expense Ratio
MSJIX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MSJIX ranks 32 for risk / return — below 32% 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 Global Endurance Portfolio (MSJIX) and compare them to a chosen benchmark (S&P 500 Index).
| MSJIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.90 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.39 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.40 | -0.35 |
Martin ratioReturn relative to average drawdown | 3.79 | 6.61 | -2.81 |
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 MSJIX 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 Global Endurance Portfolio provided a 0.58% dividend yield over the last twelve months, with an annual payout of $0.11 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.11 | $0.11 | $0.09 | $0.29 | $0.00 | $1.30 | $0.84 |
Dividend yield | 0.58% | 0.53% | 0.56% | 1.83% | 0.00% | 4.68% | 3.17% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Stanley Global Endurance 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 | $0.11 | $0.11 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.30 | $1.30 |
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 Global Endurance 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 Global Endurance Portfolio was 75.26%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current Morgan Stanley Global Endurance Portfolio drawdown is 46.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.26% | Feb 16, 2021 | 472 | Dec 28, 2022 | — | — | — |
| -48.73% | Feb 20, 2020 | 20 | Mar 18, 2020 | 52 | Jun 3, 2020 | 72 |
| -12.73% | Oct 14, 2020 | 13 | Oct 30, 2020 | 12 | Nov 17, 2020 | 25 |
| -12.32% | Sep 2, 2020 | 7 | Sep 11, 2020 | 18 | Oct 7, 2020 | 25 |
| -11.31% | May 1, 2019 | 107 | Oct 2, 2019 | 37 | Nov 22, 2019 | 144 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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