NAV9/21/2018 Chg.+0.8700 Type of yield Investment Focus Investment company
73.6100USD +1.20% reinvestment Real Estate North America Morgan Stanley IM 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
1997 - 1.63 0.49 -5.98 4.07 6.75 3.59 -1.03 8.24 -2.16 1.59 2.47 +20.58%
1998 -2.83 0.91 0.60 -1.25 -1.57 -1.60 -4.99 -9.32 5.65 -0.62 1.93 0.27 -12.77%
1999 -2.16 -1.31 -0.28 10.44 2.28 0.06 -3.04 -1.73 -4.42 -2.59 -2.10 2.57 -3.04%
2000 0.90 -1.66 3.16 6.46 0.89 3.99 7.85 -2.48 3.70 -4.35 1.17 5.13 +26.86%
2001 0.71 -1.58 -0.11 1.88 1.85 4.97 -1.83 3.52 -5.41 -3.28 5.91 2.89 +9.27%
2002 0.40 1.65 5.31 0.56 0.33 0.88 -6.24 -0.39 -4.57 -5.36 4.57 0.36 -3.16%
2003 -2.49 1.44 1.78 4.53 5.71 1.17 6.86 1.25 3.02 1.69 2.89 3.44 +35.77%
2004 2.33 2.28 4.41 -11.29 4.92 2.25 1.43 7.75 -0.24 6.90 4.09 5.72 +33.41%
2005 -7.16 2.84 -1.62 3.08 3.84 6.26 7.47 -5.68 0.58 0.16 5.95 -0.59 +14.91%
2006 5.78 2.57 4.73 -2.87 -2.17 4.29 2.43 3.78 2.93 5.56 4.81 -0.37 +35.82%
2007 7.76 -1.91 -2.31 2.45 0.26 -7.97 -6.58 1.63 4.39 0.21 -8.97 -7.77 -18.60%
2008 -0.54 -0.16 5.81 6.15 -2.50 -12.80 3.21 4.10 -7.78 -30.65 -18.81 8.43 -42.64%
2009 -12.80 -20.05 -0.62 43.71 -2.09 -1.09 8.68 12.86 6.04 -2.88 2.42 12.50 +40.34%
2010 -6.38 4.28 10.84 9.93 -7.76 -3.98 7.15 -1.69 6.86 3.02 -1.10 4.89 +26.73%
2011 1.94 3.73 -1.55 5.56 1.07 -2.80 0.76 -7.19 -9.34 14.62 -6.72 6.39 +4.11%
2012 6.02 0.74 3.14 2.37 -5.44 5.31 1.91 -0.26 -1.62 -1.93 0.19 1.98 +12.54%
2013 4.11 0.05 2.04 5.44 -3.53 -2.89 1.54 -6.63 2.88 2.82 -3.40 0.54 +2.26%
2014 1.40 5.76 0.31 3.86 2.59 0.85 0.85 1.31 -5.17 9.13 2.74 3.29 +29.71%
2015 4.35 -4.75 3.05 -5.55 -0.24 -5.27 5.74 -5.09 0.28 6.89 -0.62 1.13 -1.17%
2016 -6.10 1.90 9.32 -2.36 -0.03 5.20 5.01 -3.06 -2.63 -6.94 -0.16 4.23 +3.09%
2017 -0.45 3.26 -3.60 -0.68 -2.08 2.92 -0.45 -0.85 0.75 -2.26 5.18 0.87 +2.30%
2018 -5.25 -5.80 2.98 1.13 2.19 3.62 0.44 3.92 -2.31 - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 14.21% 12.60% 13.28% 14.04% 13.86%
Sharpe ratio 0.06 1.82 0.31 0.30 0.45
Best month +3.92% +3.92% +5.18% +9.32% +9.32%
Worst month -5.80% -2.31% -5.80% -6.94% -6.94%
Maximum loss -11.59% -4.45% -12.92% -18.03% -18.03%
Outperformance +3.47% - +1.99% -4.69% +16.81%
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
MSIF US Property B USD reinvestment 60.7300 +6.25% +13.26%
MSIF US Property Z USD reinvestment 61.6300 +4.62% +14.77%
MSIF US Property I USD reinvestment 84.8000 +4.56% +14.63%
MSIF US Property F USD reinvestment 28.9800 - -
MSIF US Property A USD reinvestment 73.6100 +3.84% +12.19%

Performance

YTD  
+0.35%
6 Months  
+10.81%
1 Year  
+3.84%
3 Years  
+12.19%
5 Years  
+33.33%
Since start  
+422.43%
Year
2017  
+2.30%
2016  
+3.09%
2015
  -1.17%
2014  
+29.71%
2013  
+2.26%
2012  
+12.54%
2011  
+4.11%
2010  
+26.73%
2009  
+40.34%