MOSFET not keeping charge - Help understanding
If your gate-source capacitance is (say) 1nF and your multimeter input impedance is 1M ohm then you better be quick because the input impedance will discharge the 1nF in about 5*CR = 5 milli seconds.

Even if the input capacitance were 10nF and your multimeter 10Mohm, it'll discharge in about half a second.