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Inception Date
Apr 15, 2020
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

MCDWX Performance Chart

Manning & Napier Credit Series (MCDWX) is up 0.8% since the beginning of the year. MCDWX is currently trading at $9 per share. Investors who bought $1,000 worth of MCDWX shares 5 years ago would now be looking at an investment worth $1,077.


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S&P 500 Index

Returns By Period

Manning & Napier Credit Series (MCDWX) has returned 0.78% so far this year and 5.11% over the past 12 months.


Manning & Napier Credit Series

1D
0.22%
1M
0.72%
YTD
0.78%
6M
1.00%
1Y
5.11%
3Y*
5.62%
5Y*
1.49%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCDWX Monthly Returns History

Based on dividend-adjusted daily data since Apr 14, 2020, MCDWX's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +3.9%, while the worst month was Sep 2022 at -3.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MCDWX closed higher 44% of trading days. The best single day was Nov 10, 2022 with a return of +1.6%, while the worst single day was Jun 13, 2022 at -1.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%1.12%-1.63%0.41%0.39%0.11%0.78%
20250.51%1.74%0.08%0.30%0.03%1.33%-0.03%1.31%0.73%0.51%0.70%0.13%7.57%
20240.33%-0.95%1.06%-2.24%1.67%1.23%1.72%1.57%1.15%-1.61%1.00%-0.76%4.13%
20232.96%-1.92%1.92%0.48%-0.47%-0.22%0.37%-0.22%-1.79%-1.12%3.92%3.37%7.31%
2022-1.87%-1.41%-2.30%-2.93%-0.00%-1.65%2.20%-1.94%-3.85%-1.50%3.39%0.34%-11.13%
2021-0.47%-1.04%-0.91%0.97%0.67%0.89%0.86%-0.19%-0.59%-0.10%-0.19%0.15%0.01%

Benchmark Metrics

Manning & Napier Credit Series has an annualized alpha of 1.95%, beta of 0.04, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since April 14, 2020.

  • This fund participated in 27.83% of S&P 500 Index downside but only 16.09% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R2 of 0.03 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.03 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.95%
Beta
0.04
0.03
Upside Capture
16.09%
Downside Capture
27.83%

Expense Ratio

MCDWX has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

MCDWX ranks 44 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MCDWX Risk / Return Rank: 4444
Overall Rank
MCDWX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MCDWX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MCDWX Omega Ratio Rank: 5151
Omega Ratio Rank
MCDWX Calmar Ratio Rank: 4444
Calmar Ratio Rank
MCDWX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Manning & Napier Credit Series (MCDWX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MCDWXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

2.42

2.78

-0.36

Martin ratioReturn relative to average drawdown

7.54

12.44

-4.90

Dividends

Dividend History

Manning & Napier Credit Series provided a 4.46% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.10$0.20$0.30$0.40$0.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.41$0.44$0.39$0.40$0.28$0.45$0.27

Dividend yield

4.46%4.83%4.41%4.48%3.25%4.45%2.57%

Monthly Dividends

The table displays the monthly dividend distributions for Manning & Napier Credit Series. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.00$0.04$0.04$0.00$0.13
2025$0.03$0.04$0.04$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.03$0.05$0.44
2024$0.01$0.03$0.03$0.00$0.04$0.04$0.03$0.04$0.03$0.03$0.04$0.06$0.39
2023$0.01$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.08$0.40
2022$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.13$0.28
2021$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.31$0.45

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Manning & Napier Credit Series. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Manning & Napier Credit Series was 15.96%, occurring on Oct 20, 2022. Recovery took 587 trading sessions.

The current Manning & Napier Credit Series drawdown is 0.73%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-15.96%Oct 2022
1y 2mo2y 4mo
3y 6moAug 2021 - Feb 2025
2021 pullback2021
-2.50%Mar 2021
2mo 13d3mo 14d
5mo 27dJan 2021 - Jun 2021
2025 selloff2025
-2.20%Apr 2025
4d1mo 24d
1mo 28dApr 2025 - Jun 2025
2026 pullback2026
-2.17%Mar 2026
24d
3mo 23dMar 2026 - now
2020 pullback2020
-1.40%May 2020
10d9d
19dMay 2020 - May 2020

Drawdown Indicators


MCDWXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-56.78%

+40.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.17%

-9.10%

+6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-4.22%

-18.90%

+14.68%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

-25.43%

+9.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.73%

-1.80%

+1.07%

Average Drawdown

Average peak-to-trough decline

-4.12%

-10.71%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.03%

-1.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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