MTSIX Performance — BNY Mellon Tax-Sensitive Large Cap Multi-Strategy Fund, Investor Shares
Data updated: 2022-11-01
MTSIX returned −12.92% over one year to Aug 2022. The annualised 3-year return is +11.41%. The fund beat its International Large Blend category average: $100 invested three years ago grew to $138, against $108 for the category, and to $87 over one year, against $79. Volatility over the past three years was 20.00% a year. In the 12 months to Aug 2022 the fund lost a net $333.2M, and assets reached $107.28M.
MTSIX Growth of $100
What $100 invested in BNY Mellon Tax-Sensitive Large Cap Multi-Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | MTSIX | Category average |
|---|---|---|
| 1 year (Sep 2021 – Aug 2022) | $87 | $79 |
| 3 years (Sep 2019 – Aug 2022) | $138 | $108 |
MTSIX Trailing Returns
Total returns to Aug 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −12.92% |
| 3 years (annualised) | +11.41% |
MTSIX Annual Returns
Calendar-year total returns of BNY Mellon Tax-Sensitive Large Cap Multi-Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Aug) | −16.75% |
| 2021 | +27.01% |
| 2020 | +18.42% |
| 2019 (Sep–Dec) | +10.43% |
MTSIX 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 | −5.5% | −1.4% | +3.5% | −9.9% | 0.0% | −8.4% | +8.7% | −3.7% | — | — | — | — |
| 2021 | −0.9% | +4.3% | +3.1% | +5.4% | +0.7% | +2.2% | +2.0% | +3.0% | −4.6% | +6.7% | −1.3% | +4.0% |
| 2020 | −0.6% | −8.3% | −13.7% | +12.9% | +5.3% | +2.2% | +5.9% | +7.2% | −3.9% | −2.1% | +11.9% | +3.7% |
| 2019 | — | — | — | — | — | — | — | — | +1.7% | +1.8% | +3.4% | +3.1% |
MTSIX Risk
Risk measures from monthly returns over Sep 2019 – Aug 2022.
- 3-year volatility (annualised): 20.00%
- 3-year Sharpe ratio: 0.35 (vs 4.5% risk-free rate)
- Best month: +12.87% (Apr 2020)
- Worst month: −13.73% (Mar 2020)
MTSIX Fund Flows
Monthly money in and out of BNY Mellon Tax-Sensitive Large Cap Multi-Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$333.2M
- 12-month gross sales (incl. reinvestments): $38.5M
- Sales ÷ redemptions: 0.10×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2022 | $695K | $10.7M | −$10.0M |
| Jul 2022 | $270K | $1.6M | −$1.4M |
| Jun 2022 | $246K | $1.8M | −$1.5M |
| May 2022 | $65K | $2.9M | −$2.9M |
| Apr 2022 | $419K | $7.7M | −$7.3M |
| Mar 2022 | $1.1M | $7.5M | −$6.4M |
| Feb 2022 | $749K | $248.8M | −$248.0M |
| Jan 2022 | $873K | $2.5M | −$1.6M |
| Dec 2021 | $31.2M | $6.4M | $24.8M |
| Nov 2021 | $1.6M | $72.2M | −$70.5M |
| Oct 2021 | $322K | $3.4M | −$3.1M |
| Sep 2021 | $934K | $6.3M | −$5.4M |
MTSIX Assets Under Management
Net assets of BNY Mellon Tax-Sensitive Large Cap Multi-Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-08-31 | $107.28M |
| 2022-05-31 | $124.69M |
| 2022-02-28 | $150.42M |
| 2021-11-30 | $424.99M |
| 2021-08-31 | $499.09M |
| 2021-05-31 | $470.17M |
| 2021-02-28 | $431.25M |
| 2020-11-30 | $411.63M |
| 2020-08-31 | $331.87M |
| 2020-05-31 | $290.57M |
| 2020-02-29 | $299.78M |
| 2019-11-30 | $331.03M |
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.