Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPEXX (Morgan Stanley Institutional Liquidity Funds - Prime Portfolio) | 1.41% | 3.13% | -21.23% | 42.34% | 39.52% | 13.84% | -5.14% | -2.64% |
Data as of 08/04/2025, AR inception is 11/24/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPEXX (Morgan Stanley Institutional Liquidity Funds - Prime 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 | 3.13 | -21.23 | 42.34 | 39.52 | 13.84 | -5.14 | -2.64 | 1.41 | 4.01 | -76.25 | 7,243.08 | 69.49 | -97.91 | -32.90 | 75.91 | 86.82 | 221.25 | 500.00 | 300.00 | -88.89 | 28.57 | -41.67 | 140.00 | -91.67 | -87.83 | -5.92 | 24.17 | 95.37 | 13.09 |
| Sharpe Ratio | NA | -0.02 | -0.08 | 0.13 | 0.17 | NA | NA | -0.02 | -0.66 | -1.99 | -0.28 | 18.45 | 0.63 | -0.22 | -3.75 | 8.92 | 0.40 | 4.02 | 6.60 | 3.04 | -0.55 | 0.44 | -0.20 | 1.35 | -0.76 | -2.02 | -2.21 | 5.91 | 14.57 | 22.34 |
| Standard Deviation(%) | NA | 1.08 | 275.63 | 300.36 | 225.76 | NA | NA | 173.16 | 0.92 | 1.30 | 288.10 | 392.59 | 110.69 | 454.85 | 9.15 | 8.40 | 215.87 | 54.96 | 75.71 | 98.61 | 161.72 | 65.69 | 207.72 | 103.40 | 121.17 | 43.97 | 4.05 | 3.56 | 6.39 | 10.93 |
| Draw Down(%) | NA | 0.02 | 81.52 | 99.00 | 99.61 | NA | NA | 99.81 | 0.00 | 0.03 | 81.52 | 73.65 | 76.13 | 97.94 | 34.18 | 2.10 | 83.09 | 26.08 | 20.00 | 0.00 | 88.89 | 42.86 | 92.31 | 50.00 | 91.67 | 88.03 | 9.94 | 0.57 | 0.54 | 0.00 |
| Yield(%) | 0.00 | 3.47 | 1.91 | 13.95 | 35.68 | 5.95 | 0.22 | 0.37 | 1.40 | 5.16 | 1.16 | 27.50 | 0.00 | 0.00 | 0.39 | 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 |
|---|---|---|---|---|
| MPEXX (Morgan Stanley Institutional Liquidity Funds - Prime Portfolio) |
-82.22%
Mar 2018 - Mar 2021 |
-67.11%
Aug 2006 - Aug 2011 |
-35.95%
Aug 2005 - Aug 2015 |
-33.59%
Mar 2006 - Mar 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPEXX (Morgan Stanley Institutional Liquidity Funds - Prime Portfolio) |
389.35%
Jun 2014 - Jun 2017 |
202.58%
Jan 2014 - Jan 2019 |
59.71%
Jun 2014 - Jun 2024 |
24.81%
Feb 2010 - Feb 2025 |
Annualized Rolling Returns Comparison Chart