Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MGSXX (Morgan Stanley Institutional Liquidity Funds - Government Portfolio) | 1.37% | 3.03% | 3.57% | 2.18% | 1.18% | 0.78% | 0.59% | 0.59% |
Data as of 08/04/2025, AR inception is 11/24/2004
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MGSXX (Morgan Stanley Institutional Liquidity Funds - Government Portfolio) | 11/24/2004 | 08/04/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 3.03 | 3.57 | 2.18 | 1.18 | 0.78 | 0.59 | 0.59 | 1.37 | 3.92 | 3.69 | 1.18 | 0.00 | 0.00 | 0.92 | 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 | 0.00 | 0.00 |
Sharpe Ratio | NA | -0.12 | 0.16 | 0.09 | -0.41 | NA | NA | -1.37 | -0.76 | -2.11 | -0.47 | -0.42 | 0.00 | 0.00 | -1.31 | 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 | 0.00 | 0.00 |
Standard Deviation(%) | NA | 1.05 | 1.15 | 0.90 | 0.65 | NA | NA | 0.45 | 0.89 | 1.26 | 1.20 | 0.48 | NA | NA | 0.37 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Draw Down(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | NA | NA | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Yield(%) | 0.00 | 3.39 | 4.17 | 2.56 | 1.37 | 0.91 | 0.68 | 0.68 | 1.36 | 5.04 | 4.88 | 1.50 | 0.00 | 0.00 | 0.91 | 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 | 0.00 | 0.00 |
Data as of 08/04/2025, AR inception is 11/24/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGSXX (Morgan Stanley Institutional Liquidity Funds - Government Portfolio) |
0.00%
Dec 2004 - Dec 2007 |
0.00%
Dec 2004 - Dec 2009 |
0.00%
Dec 2004 - Dec 2014 |
0.06%
Dec 2004 - Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGSXX (Morgan Stanley Institutional Liquidity Funds - Government Portfolio) |
3.65%
Apr 2022 - Apr 2025 |
2.18%
Apr 2020 - Apr 2025 |
1.18%
Apr 2015 - Apr 2025 |
0.78%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison Chart