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Manor Investment Funds Manor Fund (MNRMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US5640571072
Inception Date
Sep 25, 1995
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Manor Investment Funds Manor Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Manor Investment Funds Manor Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Manor Investment Funds Manor Fund (MNRMX) has returned -2.51% so far this year and 25.64% over the past 12 months. Over the last ten years, MNRMX has returned 9.62% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Manor Investment Funds Manor Fund

1D
-1.10%
1M
-6.62%
YTD
-2.51%
6M
-1.49%
1Y
25.64%
3Y*
13.96%
5Y*
8.94%
10Y*
9.62%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 4, 2005, MNRMX's average daily return is +0.07%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Oct 2008 at -16.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MNRMX closed higher 53% of trading days. The best single day was Jan 28, 2025 with a return of +271.5%, while the worst single day was Jan 30, 2025 at -73.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.88%2.48%-6.62%-2.51%
20254.33%-4.02%-6.52%1.06%6.70%5.70%0.88%3.72%6.93%0.68%0.13%0.23%20.62%
20240.72%4.41%4.97%-3.83%3.75%2.03%1.21%1.01%1.00%0.10%9.85%-11.97%12.32%
20234.05%-2.52%0.10%-0.94%-2.91%7.10%4.91%-3.32%-3.08%-4.23%9.53%5.49%13.77%
2022-4.32%-3.46%1.88%-6.22%4.77%-10.66%6.78%-1.78%-8.44%11.08%6.32%-4.70%-10.73%
20210.40%6.29%6.12%4.36%1.35%-0.03%-0.06%3.19%-4.29%4.88%-1.87%6.48%29.52%

Benchmark Metrics

Manor Investment Funds Manor Fund has an annualized alpha of 9.29%, beta of 0.99, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since May 05, 2005.

  • R² of 0.09 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
9.29%
Beta
0.99
0.09
Upside Capture
95.67%
Downside Capture
99.34%

Expense Ratio

MNRMX has a high expense ratio of 1.25%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MNRMX ranks 77 for risk / return — better than 77% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MNRMX Risk / Return Rank: 7777
Overall Rank
MNRMX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MNRMX Sortino Ratio Rank: 7373
Sortino Ratio Rank
MNRMX Omega Ratio Rank: 7171
Omega Ratio Rank
MNRMX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MNRMX Martin Ratio Rank: 8989
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 Manor Investment Funds Manor Fund (MNRMX) and compare them to a chosen benchmark (S&P 500 Index).


MNRMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.90

+0.40

Sortino ratio

Return per unit of downside risk

1.86

1.39

+0.47

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.96

1.40

+0.56

Martin ratio

Return relative to average drawdown

9.73

6.61

+3.12

Explore MNRMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Manor Investment Funds Manor Fund provided a 8.51% dividend yield over the last twelve months, with an annual payout of $3.44 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.44$3.44$0.00$0.33$1.37$1.19$0.49$0.30$1.00$0.27$2.32$1.31

Dividend yield

8.51%8.30%0.00%1.00%4.66%3.46%1.77%1.14%4.92%1.03%10.51%5.71%

Monthly Dividends

The table displays the monthly dividend distributions for Manor Investment Funds Manor Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.44$3.44
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.37$1.37
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.19$1.19

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 Manor Investment Funds Manor Fund. 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 Manor Investment Funds Manor Fund was 78.38%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Manor Investment Funds Manor Fund drawdown is 69.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.38%Jan 30, 202548Apr 8, 2025
-51.67%May 9, 2006713Mar 9, 2009968Jan 10, 20131681
-38.14%Feb 20, 202023Mar 23, 2020165Nov 13, 2020188
-28.66%Jan 29, 2018229Dec 24, 2018252Dec 24, 2019481
-21.59%Jan 5, 2022186Sep 30, 2022304Dec 14, 2023490

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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