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ISIN
US6174402353
CUSIP
617440235
Inception Date
Feb 7, 2012
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

MSYIX Performance Chart


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S&P 500 Index

Returns By Period


Morgan Stanley Institutional Fund Trust High Yield Portfolio

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSYIX Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.47%0.00%0.47%
20251.06%0.50%-1.43%-0.03%1.65%1.99%0.67%1.14%0.67%0.15%0.58%0.77%7.94%
20240.71%0.32%1.51%-0.85%1.05%1.16%1.15%1.47%1.23%-0.17%1.20%-0.30%8.78%
20234.03%-1.01%0.96%1.08%-0.83%1.68%1.78%-0.03%-1.25%-1.64%4.29%3.94%13.52%
2022-1.89%-1.29%-0.66%-3.31%-1.14%-6.53%4.92%-1.44%-4.01%2.85%1.28%-0.51%-11.56%
20210.52%0.58%0.57%0.99%0.44%1.17%0.03%0.54%0.13%-0.18%-1.02%1.69%5.57%

Benchmark Metrics

Morgan Stanley Institutional Fund Trust High Yield Portfolio has an annualized alpha of 4.47%, beta of 0.13, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since February 07, 2012.

  • This fund participated in 36.05% of S&P 500 Index downside but only 35.90% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.13 may look defensive, but with R2 of 0.25 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.25 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.47%
Beta
0.13
0.25
Upside Capture
35.90%
Downside Capture
36.05%

Expense Ratio

MSYIX has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust High Yield Portfolio (MSYIX) 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.


MSYIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

Morgan Stanley Institutional Fund Trust High Yield Portfolio provided a 4.18% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


5.50%6.00%6.50%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.36$0.60$0.62$0.57$0.50$0.53$0.56$0.61$0.58$0.58$0.62$0.62

Dividend yield

4.18%7.03%7.25%6.71%6.29%5.57%5.90%6.20%6.27%5.75%6.22%6.77%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Institutional Fund Trust High Yield Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00
2025$0.00$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.12$0.60
2024$0.00$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.05$0.12$0.62
2023$0.00$0.05$0.05$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.10$0.57
2022$0.00$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.09$0.50
2021$0.00$0.05$0.05$0.05$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.10$0.53

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 Institutional Fund Trust High Yield 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 Institutional Fund Trust High Yield Portfolio was 21.37%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.37%Mar 2020
1mo 4d8mo 6d
9mo 10dFeb 2020 - Nov 2020
Bear market2022
-14.95%Sep 2022
11mo 29d1y 2mo
2y 2moOct 2021 - Dec 2023
2016 correction2016
-12.08%Feb 2016
1y 7mo5mo 9d
2y 10dJul 2014 - Jul 2016
Rate-hike selloffLate 2018
-6.61%Dec 2018
3mo 2d3mo 6d
6mo 8dSep 2018 - Apr 2019
2025 selloff2025
-4.52%Apr 2025
1mo 5d1mo 6d
2mo 11dMar 2025 - May 2025

Drawdown Indicators


MSYIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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