See what your fund actually adds
Morgan Stanley Ethereum Trust MSSE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MSSE | Replication |
|---|---|---|
| Annualized growth | 337.5% | 303.4% |
| Annualized volatility | 68.5% | 54.2% |
| Sharpe ratio | 2.45 | 2.83 |
| Maximum drawdown | 7.9% | 3.2% |
| Replication fit (R²) | 0.86 · Tracking error 25.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model MSSE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IBIT | Alternatives · Bitcoin | 100.0% |