MSRBX Performance — US Real Estate Portfolio, Class II
Data updated: 2024-11-27
MSRBX returned +32.06% over one year to Sep 2024. Annualised returns are +3.41% over 3 years and +2.45% over 5 years. Against its Real Estate category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $111, against $109 for the category, and to $132 over one year, against $132. Volatility over the past three years was 20.85% a year. In the 12 months to Sep 2024 the fund lost a net $31.9M, and assets reached $266.86M.
MSRBX Growth of $100
What $100 invested in US Real Estate Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Real Estate category average over the same months.
| Period | MSRBX | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $132 | $132 |
| 3 years (Oct 2021 – Sep 2024) | $111 | $109 |
| 5 years (Oct 2019 – Sep 2024) | $113 | $133 |
| Since data start (Jul 2019 – Sep 2024) | $117 | $140 |
MSRBX Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +32.06% |
| 3 years (annualised) | +3.41% |
| 5 years (annualised) | +2.45% |
MSRBX Annual Returns
Calendar-year total returns of US Real Estate Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +15.87% |
| 2023 | +14.20% |
| 2022 | −27.22% |
| 2021 | +39.43% |
| 2020 | −17.09% |
| 2019 (Jul–Dec) | +5.13% |
MSRBX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −4.1% | +2.7% | +1.2% | −6.7% | +5.1% | +2.7% | +5.5% | +6.3% | +3.0% | — | — | — |
| 2023 | +9.8% | −4.1% | −1.6% | +1.8% | −3.5% | +5.0% | +2.4% | −2.5% | −6.2% | −3.4% | +9.3% | +7.9% |
| 2022 | −6.7% | −3.1% | +7.1% | −4.1% | −8.1% | −7.9% | +8.1% | −5.5% | −12.9% | +4.0% | +5.8% | −5.4% |
| 2021 | 0.0% | +3.2% | +3.5% | +8.6% | +1.1% | +3.0% | +4.5% | +1.6% | −5.3% | +6.8% | −1.6% | +9.2% |
| 2020 | −1.2% | −9.0% | −26.6% | +10.3% | −3.1% | +3.1% | +0.6% | +1.1% | −2.7% | −4.1% | +17.6% | +2.2% |
| 2019 | — | — | — | — | — | — | +1.0% | −0.7% | +3.4% | +0.5% | −0.1% | +1.0% |
MSRBX Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 20.85%
- 3-year Sharpe ratio: -0.05 (vs 4.5% risk-free rate)
- Best month: +9.85% (Jan 2023)
- Worst month: −12.88% (Sep 2022)
MSRBX Fund Flows
Monthly money in and out of US Real Estate Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$31.9M
- 12-month gross sales (incl. reinvestments): $23.1M
- Sales ÷ redemptions: 0.42×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $5.4M | $11.3M | −$5.8M |
| Aug 2024 | $335K | $15.3M | −$14.9M |
| Jul 2024 | $7.1M | $4.2M | $2.9M |
| Jun 2024 | $525K | $3.1M | −$2.6M |
| May 2024 | $1.1M | $2.5M | −$1.3M |
| Apr 2024 | $2.9M | $1.8M | $1.0M |
| Mar 2024 | $1.2M | $2.2M | −$1.1M |
| Feb 2024 | $918K | $2.6M | −$1.7M |
| Jan 2024 | $604K | $4.6M | −$4.0M |
| Dec 2023 | $494K | $3.5M | −$3.0M |
| Nov 2023 | $983K | $2.1M | −$1.1M |
| Oct 2023 | $1.5M | $1.9M | −$356K |
MSRBX Assets Under Management
Net assets of US Real Estate Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $266.86M |
| 2024-06-30 | $253.22M |
| 2024-03-31 | $254.46M |
| 2023-12-31 | $261.89M |
| 2023-09-30 | $233.92M |
| 2023-06-30 | $298.76M |
| 2023-03-31 | $294.04M |
| 2022-12-31 | $290.54M |
| 2022-09-30 | $275.05M |
| 2022-06-30 | $309.36M |
| 2022-03-31 | $388.71M |
| 2021-12-31 | $418.46M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.