DTCIX Performance — BNY Mellon Connecticut Fund, Class I
Data updated: 2023-02-27
DTCIX returned −9.43% over one year to Dec 2022. The annualised 3-year return is −1.34%. The fund beat its Bond category average: $100 invested three years ago grew to $96, against $94 for the category, and to $91 over one year, against $88. Volatility over the past three years was 6.15% a year. In the 12 months to Dec 2022 the fund lost a net $20.7M, and assets reached $153.11M.
DTCIX Growth of $100
What $100 invested in BNY Mellon Connecticut Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Bond category average over the same months.
| Period | DTCIX | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $91 | $88 |
| 3 years (Jan 2020 – Dec 2022) | $96 | $94 |
| Since data start (Aug 2019 – Dec 2022) | $97 | $97 |
DTCIX Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −9.43% |
| 3 years (annualised) | −1.34% |
DTCIX Annual Returns
Calendar-year total returns of BNY Mellon Connecticut Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −9.43% |
| 2021 | +1.67% |
| 2020 | +4.29% |
| 2019 (Aug–Dec) | +1.35% |
DTCIX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −2.4% | −0.6% | −2.8% | −2.6% | +0.5% | −1.7% | +2.4% | −2.2% | −3.7% | −1.0% | +4.6% | 0.0% |
| 2021 | +0.5% | −1.1% | +0.5% | +0.9% | +0.3% | +0.2% | +0.8% | −0.5% | −0.7% | −0.2% | +0.8% | +0.2% |
| 2020 | +1.7% | +1.2% | −3.7% | −2.0% | +2.8% | +1.2% | +1.5% | −0.1% | +0.2% | −0.1% | +1.1% | +0.6% |
| 2019 | — | — | — | — | — | — | — | +1.5% | −0.6% | +0.1% | +0.1% | +0.3% |
DTCIX Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 6.15%
- 3-year Sharpe ratio: -0.95 (vs 4.5% risk-free rate)
- Best month: +4.60% (Nov 2022)
- Worst month: −3.73% (Sep 2022)
DTCIX Fund Flows
Monthly money in and out of BNY Mellon Connecticut Fund, from SEC Form N-PORT.
- 12-month net flow: −$20.7M
- 12-month gross sales (incl. reinvestments): $24.4M
- Sales ÷ redemptions: 0.54×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2022 | $1.6M | $6.7M | −$5.1M |
| Nov 2022 | $1.4M | $5.8M | −$4.4M |
| Oct 2022 | $943K | $9.0M | −$8.0M |
| Sep 2022 | $615K | $3.0M | −$2.4M |
| Aug 2022 | $1.7M | $2.2M | −$455K |
| Jul 2022 | $2.8M | $1.5M | $1.3M |
| Jun 2022 | $5.3M | $3.0M | $2.2M |
| May 2022 | $4.3M | $3.4M | $856K |
| Apr 2022 | $2.0M | $3.8M | −$1.8M |
| Mar 2022 | $1.1M | $3.1M | −$2.0M |
| Feb 2022 | $1.3M | $1.6M | −$282K |
| Jan 2022 | $1.3M | $2.0M | −$672K |
DTCIX Assets Under Management
Net assets of BNY Mellon Connecticut Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-12-31 | $153.11M |
| 2022-10-31 | $156.09M |
| 2022-07-31 | $179.85M |
| 2022-04-30 | $174.39M |
| 2022-01-31 | $190.61M |
| 2021-10-31 | $195.72M |
| 2021-07-31 | $199.41M |
| 2021-04-30 | $196.97M |
| 2021-01-31 | $199.80M |
| 2020-10-31 | $198.14M |
| 2020-07-31 | $201.85M |
| 2020-04-30 | $195.33M |
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.