Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MPRXX (Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio) | 1.21% | 2.69% | 3.13% | 1.89% | 0.98% | 0.65% | NA | 0.61% |
Data as of 08/04/2025, AR inception is 10/31/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MPRXX (Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio) | 10/31/2008 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 2.69 | 3.13 | 1.89 | 0.98 | 0.65 | NA | 0.61 | 1.21 | 3.53 | 3.26 | 0.78 | 0.00 | 0.00 | 0.43 | 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 | -0.50 | -0.24 | -0.27 | -0.81 | NA | NA | -0.66 | -1.22 | -2.69 | -0.94 | -1.68 | 0.00 | 0.00 | -4.45 | 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 | 0.94 | 1.02 | 0.80 | 0.57 | NA | NA | 0.44 | 0.79 | 1.14 | 1.06 | 0.36 | NA | NA | 0.22 | 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 |
Yield(%) | 0.00 | 3.01 | 3.68 | 2.22 | 1.15 | 0.77 | 0.58 | 0.72 | 1.20 | 4.53 | 4.33 | 1.05 | 0.00 | 0.00 | 0.42 | 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 10/31/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MPRXX (Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio) |
0.00%
Nov 2008 - Nov 2011 |
0.00%
Nov 2008 - Nov 2013 |
0.00%
Nov 2008 - Nov 2018 |
0.30%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MPRXX (Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio) |
3.16%
Apr 2022 - Apr 2025 |
1.89%
Apr 2020 - Apr 2025 |
0.98%
Apr 2015 - Apr 2025 |
0.65%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison Chart