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Morgan Stanley Institutional Fund Trust Ultra-Short Strategy Portfolio Mercury Class MCRYX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MCRYX | Replication |
|---|---|---|
| Annualized growth | 3.4% | 4.6% |
| Annualized volatility | 0.3% | 0.2% |
| Sharpe ratio | 11.71 | 20.21 |
| Maximum drawdown | 0.0% | 0.0% |
| Replication fit (R²) | 0.02 · Tracking error 0.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model MCRYX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 93.6% |
| WTMF | Alternatives · Mgt Futures | 4.0% |
| VOX | Sector · Communication | 2.5% |