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BNY Mellon Mid Cap Multi-Strategy Fund (MPMCX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US05569M5094
Inception Date
Oct 2, 2000
Min. Investment
$10,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BNY Mellon Mid Cap Multi-Strategy 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

BNY Mellon Mid Cap Multi-Strategy Fund (MPMCX) has returned -3.81% so far this year and -83.51% over the past 12 months. Over the last ten years, MPMCX has returned -6.31% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


BNY Mellon Mid Cap Multi-Strategy Fund

1D
-0.87%
1M
-9.20%
YTD
-3.81%
6M
-85.46%
1Y
-83.51%
3Y*
-35.45%
5Y*
-23.94%
10Y*
-6.31%

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 Sep 29, 2000, MPMCX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, your investment would double in approximately 10.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Dec 2024 with a return of +24.2%, while the worst month was Dec 2025 at -84.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MPMCX closed higher 52% of trading days. The best single day was Dec 12, 2024 with a return of +32.3%, while the worst single day was Dec 16, 2025 at -84.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.39%2.46%-9.20%-3.81%
20254.67%-3.20%-5.23%-0.94%6.16%3.87%1.00%1.91%0.84%-0.96%1.16%-84.91%-83.54%
2024-1.18%5.42%4.00%-5.34%1.70%-0.30%2.93%1.69%2.00%-0.62%9.36%24.16%49.81%
20238.39%-2.79%-1.02%-0.30%-2.25%7.95%3.22%-2.56%-4.86%-4.93%10.05%7.70%18.30%
2022-7.57%-0.89%2.14%-8.09%-1.01%-9.86%9.45%-3.04%-8.73%8.96%5.97%-4.86%-18.35%
2021-0.91%5.99%2.00%5.23%0.51%1.52%1.12%1.56%-3.60%5.38%-4.43%3.82%19.07%

Benchmark Metrics

BNY Mellon Mid Cap Multi-Strategy Fund has an annualized alpha of -0.19%, beta of 1.03, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since October 02, 2000.

  • This fund participated in 128.82% of S&P 500 Index downside but only 113.02% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 1.03 and R² of 0.51, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.19%
Beta
1.03
0.51
Upside Capture
113.02%
Downside Capture
128.82%

Expense Ratio

MPMCX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MPMCX ranks 0 for risk / return — in the bottom 0% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MPMCX Risk / Return Rank: 00
Overall Rank
MPMCX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
MPMCX Sortino Ratio Rank: 11
Sortino Ratio Rank
MPMCX Omega Ratio Rank: 00
Omega Ratio Rank
MPMCX Calmar Ratio Rank: 00
Calmar Ratio Rank
MPMCX Martin Ratio Rank: 11
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 BNY Mellon Mid Cap Multi-Strategy Fund (MPMCX) and compare them to a chosen benchmark (S&P 500 Index).


MPMCXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.96

0.90

-1.86

Sortino ratio

Return per unit of downside risk

-0.87

1.39

-2.25

Omega ratio

Gain probability vs. loss probability

0.58

1.21

-0.63

Calmar ratio

Return relative to maximum drawdown

-0.98

1.40

-2.38

Martin ratio

Return relative to average drawdown

-1.86

6.61

-8.47

Explore MPMCX risk-adjusted metrics in detail

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

Dividends

Dividend History

BNY Mellon Mid Cap Multi-Strategy Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$7.72$2.56$2.11$2.87$1.62$0.62$1.24$0.81$0.26$0.67

Dividend yield

0.00%0.00%53.86%15.92%13.31%13.10%7.73%3.36%8.53%4.69%1.71%4.78%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon Mid Cap Multi-Strategy 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$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.72$7.72
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.56$2.56
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.11$2.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.87$2.87

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 BNY Mellon Mid Cap Multi-Strategy 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 BNY Mellon Mid Cap Multi-Strategy Fund was 85.71%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current BNY Mellon Mid Cap Multi-Strategy Fund drawdown is 85.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.71%Dec 12, 202573Mar 30, 2026
-55.25%Nov 1, 2007339Mar 9, 2009483Feb 4, 2011822
-38.74%Feb 21, 202022Mar 23, 2020111Aug 28, 2020133
-33.59%Oct 3, 2000505Oct 9, 2002314Jan 8, 2004819
-30.39%Jul 8, 201161Oct 3, 2011341Feb 12, 2013402

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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