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ISIN
US56382P6584
CUSIP
56382P658
Inception Date
Nov 7, 2008
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

MNDFX Performance Chart

Manning & Napier Disciplined Value Series (MNDFX) is up 11.7% since the beginning of the year. MNDFX is currently trading at $10 per share. Investors who bought $1,000 worth of MNDFX shares 5 years ago would now be looking at an investment worth $1,608.


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S&P 500 Index

Returns By Period

Manning & Napier Disciplined Value Series (MNDFX) has returned 11.68% so far this year and 26.97% over the past 12 months. Over the last ten years, MNDFX has returned 5.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Manning & Napier Disciplined Value Series

1D
-0.73%
1M
-0.42%
YTD
11.68%
6M
10.78%
1Y
26.97%
3Y*
14.99%
5Y*
9.96%
10Y*
5.24%

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)

MNDFX Monthly Returns History

Based on dividend-adjusted daily data since Nov 11, 2008, MNDFX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +13.3%, while the worst month was Dec 2019 at -41.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MNDFX closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +9.4%, while the worst single day was Dec 5, 2019 at -42.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.82%4.18%-3.26%4.17%0.53%-0.00%11.68%
20254.30%1.30%-2.34%-5.86%2.67%3.68%1.32%4.15%1.39%-0.45%3.51%1.56%15.76%
20240.75%2.84%5.68%-4.22%1.79%-0.97%5.59%1.80%0.01%-1.11%6.86%-7.06%11.60%
20232.07%-3.21%0.74%-0.24%-4.53%6.15%3.99%-2.67%-3.54%-4.60%5.99%6.36%5.64%
2022-3.08%-1.75%3.01%-3.57%1.68%-8.62%4.96%-2.53%-7.58%12.08%6.77%-3.67%-4.22%
2021-1.33%4.78%6.78%2.19%3.22%-1.92%1.49%1.99%-4.32%4.20%-2.07%6.08%22.45%

Benchmark Metrics

Manning & Napier Disciplined Value Series has an annualized alpha of -1.37%, beta of 0.82, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since November 11, 2008.

  • This fund participated in 88.53% of S&P 500 Index downside but only 73.04% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.37%
Beta
0.82
0.62
Upside Capture
73.04%
Downside Capture
88.53%

Expense Ratio

MNDFX has an expense ratio of 0.54%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MNDFX ranks 80 for risk / return — in the top 80% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MNDFX Risk / Return Rank: 8080
Overall Rank
MNDFX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MNDFX Sortino Ratio Rank: 8181
Sortino Ratio Rank
MNDFX Omega Ratio Rank: 7070
Omega Ratio Rank
MNDFX Calmar Ratio Rank: 8888
Calmar Ratio Rank
MNDFX Martin Ratio Rank: 8484
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 Disciplined Value Series (MNDFX) 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.


MNDFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

4.09

2.78

+1.30

Martin ratioReturn relative to average drawdown

14.58

12.44

+2.14

Dividends

Dividend History

Manning & Napier Disciplined Value Series provided a 8.80% dividend yield over the last twelve months, with an annual payout of $0.84 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.84$0.83$0.85$0.63$0.80$0.69$0.16$0.43$1.83$3.63$0.72$2.15

Dividend yield

8.80%9.64%10.46%7.81%9.77%7.31%1.93%5.18%15.02%24.95%4.89%15.83%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.00$0.00$0.00$0.05
2025$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.70$0.83
2024$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.71$0.85
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.59$0.63
2022$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.75$0.80
2021$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.01$0.00$0.00$0.62$0.69

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 Disciplined Value 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 Disciplined Value Series was 62.03%, occurring on Mar 23, 2020. Recovery took 1461 trading sessions.

The current Manning & Napier Disciplined Value Series drawdown is 2.55%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-62.03%Mar 2020
3mo 25d5y 9mo
6y 1moNov 2019 - Jan 2026
Financial crisis2007–2009
-22.50%Mar 2009
2mo 3d2mo 24d
4mo 27dJan 2009 - Jun 2009
Rate-hike selloffLate 2018
-17.29%Dec 2018
3mo 1d6mo 11d
9mo 12dSep 2018 - Jul 2019
2016 correction2016
-13.80%Jan 2016
8mo 3d4mo 14d
1y 12dMay 2015 - Jun 2016
Financial crisis2007–2009
-13.43%Nov 2008
6d26d
1mo 2dNov 2008 - Dec 2008

Drawdown Indicators


MNDFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-56.78%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

-9.10%

+2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

-18.90%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-25.43%

+7.56%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

-33.92%

-28.11%

Current Drawdown

Current decline from peak

-2.55%

-1.80%

-0.75%

Average Drawdown

Average peak-to-trough decline

-11.98%

-10.71%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.03%

-0.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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