Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MREXX (Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio) | 1.33% | 2.94% | 3.45% | 2.10% | 1.13% | 0.75% | NA | 0.59% |
Data as of 08/04/2025, AR inception is 09/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MREXX (Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio) | 09/12/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.94 | 3.45 | 2.10 | 1.13 | 0.75 | NA | 0.59 | 1.33 | 3.80 | 3.58 | 1.07 | 0.00 | 0.00 | 0.84 | 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 | -0.21 | 0.06 | 0.00 | -0.50 | NA | NA | -1.32 | -0.86 | -2.28 | -0.58 | -0.68 | 0.00 | 0.00 | -1.64 | 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 | 1.02 | 1.12 | 0.87 | 0.63 | NA | NA | 0.45 | 0.86 | 1.23 | 1.16 | 0.45 | NA | NA | 0.34 | 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 |
| Yield(%) | 0.00 | 3.28 | 4.03 | 2.46 | 1.31 | 0.88 | 0.66 | 0.69 | 1.32 | 4.87 | 4.71 | 1.39 | 0.00 | 0.00 | 0.84 | 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 09/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MREXX (Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio) |
0.00%
Oct 2005 - Oct 2008 |
0.00%
Oct 2005 - Oct 2010 |
0.00%
Oct 2005 - Oct 2015 |
0.06%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MREXX (Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio) |
3.52%
Apr 2022 - Apr 2025 |
2.10%
Apr 2020 - Apr 2025 |
1.13%
Apr 2015 - Apr 2025 |
0.75%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison Chart