MPSSX Performance — BNY Mellon Small Cap Multi-Strategy Fund, Class M
Data updated: 2026-07-31
MPSSX returned +14.25% year to date and +32.15% over one year to May 2026. Annualised returns are +15.73% over 3 years and +4.70% over 5 years. Against its US Small Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $155, against $160 for the category, and to $132 over one year, against $132. Volatility over the past three years was 18.87% a year. In the 12 months to May 2026 the fund lost a net $51.1M, and assets reached $130.34M.
MPSSX Growth of $100
What $100 invested in BNY Mellon Small Cap Multi-Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | MPSSX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $132 | $132 |
| 3 years (Jun 2023 – May 2026) | $155 | $160 |
| 5 years (Jun 2021 – May 2026) | $126 | $135 |
| Since data start (Sep 2019 – May 2026) | $199 | $206 |
MPSSX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.25% |
| 1 year | +32.15% |
| 3 years (annualised) | +15.73% |
| 5 years (annualised) | +4.70% |
MPSSX Annual Returns
Calendar-year total returns of BNY Mellon Small Cap Multi-Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +14.25% |
| 2025 | +12.38% |
| 2024 | +8.93% |
| 2023 | +9.30% |
| 2022 | −18.36% |
| 2021 | +11.33% |
| 2020 | +30.66% |
| 2019 (Sep–Dec) | +9.83% |
MPSSX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.7% | +2.2% | −7.7% | +11.6% | +1.8% | — | — | — | — | — | — | — |
| 2025 | +5.5% | −5.5% | −6.5% | −1.5% | +5.9% | +6.5% | +0.2% | +4.9% | +1.8% | +0.6% | +2.4% | −1.5% |
| 2024 | −3.9% | +3.0% | +3.0% | −5.6% | +5.8% | −0.5% | +6.0% | −0.2% | +1.4% | −1.3% | +9.9% | −7.4% |
| 2023 | +10.2% | −2.0% | −5.1% | −2.0% | −1.8% | +7.7% | +4.7% | −4.4% | −5.9% | −7.7% | +7.4% | +10.0% |
| 2022 | −8.6% | +1.6% | +2.8% | −10.1% | +0.1% | −8.2% | +9.8% | −1.9% | −9.2% | +9.9% | +2.2% | −5.9% |
| 2021 | +3.1% | +6.6% | −1.5% | +3.5% | −1.5% | +1.7% | −2.6% | +0.9% | −2.1% | +4.6% | −4.6% | +3.2% |
| 2020 | −1.3% | −7.7% | −20.5% | +15.7% | +9.8% | +3.7% | +4.4% | +6.3% | −4.0% | +0.9% | +15.2% | +10.5% |
| 2019 | — | — | — | — | — | — | — | — | −0.1% | +1.7% | +5.1% | +2.9% |
MPSSX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 18.87%
- 3-year Sharpe ratio: 0.60 (vs 4.5% risk-free rate)
- Best month: +11.63% (Apr 2026)
- Worst month: −7.74% (Mar 2026)
MPSSX Fund Flows
Monthly money in and out of BNY Mellon Small Cap Multi-Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$51.1M
- 12-month gross sales (incl. reinvestments): $36.1M
- Sales ÷ redemptions: 0.41×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $258K | $4.5M | −$4.3M |
| Apr 2026 | $300K | $5.7M | −$5.4M |
| Mar 2026 | $305K | $6.8M | −$6.5M |
| Feb 2026 | $624 | $6.7M | −$6.7M |
| Jan 2026 | $212K | $12.1M | −$11.9M |
| Dec 2025 | $31.6M | $16.9M | $14.7M |
| Nov 2025 | $299K | $10.0M | −$9.7M |
| Oct 2025 | $207K | $8.1M | −$7.9M |
| Sep 2025 | $564K | $3.6M | −$3.1M |
| Aug 2025 | $2.0M | $4.1M | −$2.0M |
| Jul 2025 | $101K | $3.3M | −$3.2M |
| Jun 2025 | $155K | $5.3M | −$5.1M |
MPSSX Assets Under Management
Net assets of BNY Mellon Small Cap Multi-Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $130.34M |
| 2026-02-28 | $140.77M |
| 2025-11-30 | $187.31M |
| 2025-08-31 | $199.12M |
| 2025-05-31 | $187.80M |
| 2025-02-28 | $254.12M |
| 2024-11-30 | $324.79M |
| 2024-08-31 | $321.72M |
| 2024-05-31 | $349.04M |
| 2024-02-29 | $508.47M |
| 2023-11-30 | $541.65M |
| 2023-08-31 | $645.01M |
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.