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Morgan Stanley Institutional Fund, Inc. Global Concentrated Portfolio Class A MLNAX

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

Fund and replication metrics

MLNAX compared with its replication portfolio
MeasureMLNAXReplication
Annualized growth10.7%9.3%
Annualized volatility19.2%17.4%
Sharpe ratio0.620.60
Maximum drawdown31.6%30.6%
Replication fit (R²)0.89 · Tracking error 6.4%

Replication portfolio

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

MLNAX replication basket weights
TickerBuilding blockWeight
EFGIntl · Growth32.7%
VUGStyle · Growth29.9%
XLFSector · Financials26.7%
MTUMFactor · Momentum10.7%