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Performance analysis of CAF (Morgan Stanley China A Share Fund)

Annual Return

Over the past 3 years, CAF has had an average annual return of +17.01%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, CAF has had an average annual return of -1.19%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, CAF has had an average annual return of +5.95%, underperforming the benchmark SPY, which returned +15.45% annual.

Since Sep 28, 2006, CAF has had an average annual return of +9.19%, underperforming the benchmark SPY, which returned +11.20% annual.

202620252024202320222021202020192018201720162015
+15.09%+41.47%+0.36%-9.38%-30.41%-1.84%+12.59%+23.47%-14.15%+44.90%-11.03%+13.35%
201420132012201120102009200820072006
+36.02%-0.52%+37.26%-28.07%-7.27%+74.24%-51.03%+96.17%+54.38%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+5.70%-0.55%-4.11%+7.77%+6.73%-0.75%+15.09%
2025+0.56%+0.72%+3.64%-3.44%+2.93%+5.97%+2.64%+9.26%+7.77%+1.98%-6.60%+11.14%+41.47%
2024-4.08%+0.33%-1.80%+1.08%-0.58%-2.89%-2.38%+3.31%+14.26%-5.98%-1.89%+2.37%+0.36%
2023+14.79%-10.92%-1.10%-3.27%-7.77%-0.78%+6.85%-6.19%-2.20%-5.30%+2.71%+6.17%-9.38%
2022-7.30%-3.91%-10.06%-6.36%-0.46%+11.09%-6.38%-6.75%-8.59%-9.62%+14.91%+1.23%-30.41%
2021-3.25%+3.55%+1.62%+1.38%+3.41%-3.26%-9.14%-0.87%+1.89%+0.62%-0.85%+3.83%-1.84%
2020-9.62%-5.76%-2.06%+6.84%-6.41%+7.67%+6.97%+5.65%-4.22%+3.83%+6.80%+4.42%+12.59%
2019+8.05%+15.46%+2.46%-0.60%-12.76%+7.41%-0.37%-3.32%-2.29%+3.47%-0.61%+7.16%+23.47%
2018+13.17%-5.25%-0.68%-1.04%+10.23%-15.02%-4.90%-2.78%+0.70%-9.05%+5.36%-2.53%-14.15%
2017+6%+2.94%+3.67%+1.77%+5.52%+8.55%-0.40%+2.56%+4.42%+2.09%-2.75%+3.76%+44.90%

Drawdown analysis of CAF (Morgan Stanley China A Share Fund)

The maximum drawdown for the CAF was -66.21%, occurring on Nov 6, 2008. Recovery took 1611 trading sessions.

The current CAF drawdown is -5.79%.

Since Sep 28, 2006 CAF has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 2 times
  • 30% or more: 4 times
  • 20% or more: 4 times
  • 10% or more: 8 times
DepthStartTo BottomBottomTo RecoverEndTotal
-66.21%Sep 27, 2007281Nov 6, 20081611Apr 6, 20151892
-49.05%Jun 1, 2021795Jul 30, 2024OngoingOngoingOngoing
-39.21%Jun 11, 201551Aug 24, 2015435May 16, 2017486
-33.95%Jan 26, 2018538Mar 18, 2020188Dec 14, 2020726
-18.59%Jan 3, 200741Mar 5, 200721Apr 3, 200762
-13.35%Aug 13, 20073Aug 16, 20074Aug 22, 20077
-11.69%May 7, 200713May 24, 200714Jun 14, 200727
-10.34%Apr 27, 20158May 7, 201512May 26, 201520
-9.52%Jun 20, 201736Aug 10, 201719Sep 7, 201755
-7.52%Jun 19, 20075Jun 26, 200710Jul 11, 200715
-7.09%Sep 6, 20074Sep 12, 20074Sep 18, 20078
-6.85%Aug 27, 20071Aug 28, 20073Aug 31, 20074
-6.61%Oct 5, 200612Oct 23, 200626Nov 29, 200638
-5.76%Jan 5, 202117Jan 29, 202111Feb 16, 202128
-5.58%Oct 26, 201729Dec 7, 201712Dec 26, 201741
-5.35%Apr 26, 20072Apr 30, 20073May 3, 20075
-4.88%Jun 9, 20174Jun 15, 20172Jun 19, 20176
-4.75%Jul 12, 20074Jul 18, 20073Jul 23, 20077
-4.64%May 27, 20152May 29, 20156Jun 8, 20158
-4.48%Dec 20, 20061Dec 21, 20063Dec 27, 20064
-4.44%May 16, 20171May 17, 201714Jun 7, 201715
-4.29%Dec 17, 20203Dec 22, 20206Dec 31, 20209
-3.80%Feb 19, 202113Mar 10, 202117Apr 5, 202130
-3.72%Apr 16, 20073Apr 19, 20072Apr 23, 20075
-3.70%Apr 16, 20151Apr 17, 20153Apr 22, 20154