See what your fund actually adds

Morgan Stanley Institutional Fund Trust Global Strategist Portfolio Class A MBAAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

MBAAX compared with its replication portfolio
MeasureMBAAXReplication
Annualized growth5.1%7.4%
Annualized volatility10.7%10.5%
Sharpe ratio0.520.73
Maximum drawdown25.2%22.3%
Replication fit (R²)0.98 · Tracking error 1.7%

Replication portfolio

The published portfolio below is the investable basket used to model MBAAX’s historical return behavior.

MBAAX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap32.6%
VEAIntl · Developed23.7%
VCITFI · IG Credit22.2%
EMLCFI · EM Local Currency21.5%