Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USGBX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST B) | NA | 6.60% | 1.33% | 2.10% | 2.83% | 2.69% | 3.57% | … | … |
Data as of 09/25/2019, Common starting date is 06/03/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USGBX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST B) | 06/03/1996 | 09/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.60 | 1.33 | 2.10 | 2.83 | 2.69 | 3.57 | … | … | 4.21 | 0.04 | 2.67 | 1.85 | -0.19 | 5.96 | -2.20 | 3.95 | 7.57 | 4.79 | 1.44 | -2.52 | 6.03 | 3.28 | 3.47 | 3.18 | 1.51 | 9.90 | 6.30 | 11.25 | -0.64 | 7.27 | 8.56 | 6.04 |
| Sharpe Ratio | NA | 1.96 | 0.12 | 0.52 | 0.50 | NA | NA | … | … | 1.74 | -0.45 | 0.79 | 0.58 | -0.07 | 2.60 | -0.77 | 1.53 | 1.90 | 0.37 | 0.30 | -0.48 | 0.86 | -0.01 | 0.44 | 0.64 | 0.23 | 2.13 | 0.82 | 1.85 | -1.06 | 1.22 | 1.34 | 1.44 |
| Standard Deviation(%) | NA | 2.58 | 2.67 | 2.75 | 4.90 | NA | NA | … | … | 2.44 | 2.87 | 2.58 | 2.83 | 3.08 | 2.29 | 2.91 | 2.56 | 3.98 | 12.85 | 4.45 | 7.15 | 3.52 | 2.70 | 2.98 | 3.50 | 3.62 | 4.13 | 4.92 | 3.91 | 3.65 | 3.23 | 3.75 | 4.90 |
| Draw Down(%) | NA | 1.06 | 3.90 | 3.90 | 11.31 | NA | NA | … | … | 1.06 | 2.77 | 1.49 | 3.90 | 2.08 | 0.79 | 4.58 | 1.34 | 1.75 | 11.15 | 3.06 | 11.46 | 2.17 | 2.20 | 2.13 | 3.75 | 4.02 | 2.53 | 3.78 | 2.50 | 3.54 | 1.50 | 2.26 | 1.75 |
| Yield(%) | 0.00 | 2.65 | 2.56 | 2.45 | 2.71 | 2.97 | 3.63 | … | … | 1.56 | 3.01 | 2.76 | 2.11 | 2.07 | 2.64 | 2.36 | 2.57 | 3.49 | 2.87 | 2.94 | 3.57 | 4.64 | 4.37 | 4.17 | 3.78 | 3.63 | 4.89 | 5.57 | 6.66 | 6.00 | 5.96 | 6.27 | 3.77 |
Data as of 09/25/2019, Common starting date is 06/03/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USGBX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST B) |
0.50%
Oct 2015 – Oct 2018 |
1.09%
Apr 2013 – Apr 2018 |
1.97%
Jan 2008 – Jan 2018 |
2.45%
May 2003 – May 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USGBX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST B) |
9.38%
Feb 2000 – Feb 2003 |
7.30%
Aug 1996 – Aug 2001 |
5.62%
Aug 1996 – Aug 2006 |
4.92%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart