Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTSIX (BNY MELLON TAX SENSITIVE LARGE CAP MULTI-STRATEGY FUND INVESTOR SHARES) | NA | -15.31% | 7.14% | 8.44% | 11.51% | NA | NA | … | … |
Data as of 12/19/2022, Common starting date is 08/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTSIX (BNY MELLON TAX SENSITIVE LARGE CAP MULTI-STRATEGY FUND INVESTOR SHARES) | 08/02/2010 | 12/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.31 | 7.14 | 8.44 | 11.51 | NA | NA | … | … | -18.86 | 15.55 | 18.42 | 28.97 | -4.56 | 22.17 | 11.21 | 0.60 | 10.14 | 33.57 | 13.29 | -3.83 | 13.26 |
| Sharpe Ratio | NA | -0.77 | 0.26 | 0.34 | 0.61 | NA | NA | … | … | -0.90 | 0.99 | 0.52 | 2.17 | -0.33 | 3.00 | 0.80 | 0.04 | 0.85 | 2.84 | 0.99 | -0.16 | 2.53 |
| Standard Deviation(%) | NA | 22.99 | 25.54 | 22.05 | 17.89 | NA | NA | … | … | 23.20 | 15.73 | 35.13 | 12.73 | 17.73 | 7.21 | 13.70 | 15.69 | 11.96 | 11.81 | 13.53 | 24.76 | 13.58 |
| Draw Down(%) | NA | 24.32 | 35.19 | 35.19 | 35.19 | NA | NA | … | … | 24.18 | 10.88 | 35.19 | 6.71 | 20.09 | 2.97 | 11.50 | 12.40 | 8.14 | 6.06 | 11.00 | 22.06 | 7.21 |
| Yield(%) | 0.00 | 9.20 | 7.93 | 8.64 | 10.20 | 8.52 | 6.39 | … | … | 0.00 | 11.36 | 5.00 | 9.19 | 12.00 | 11.13 | 6.52 | 7.70 | 14.42 | 4.79 | 0.00 | 0.00 | 0.63 |
Data as of 12/19/2022, Common starting date is 08/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSIX (BNY MELLON TAX SENSITIVE LARGE CAP MULTI-STRATEGY FUND INVESTOR SHARES) |
3.76%
Mar 2017 – Mar 2020 |
5.36%
Mar 2015 – Mar 2020 |
10.85%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSIX (BNY MELLON TAX SENSITIVE LARGE CAP MULTI-STRATEGY FUND INVESTOR SHARES) |
24.71%
Dec 2018 – Dec 2021 |
18.51%
Oct 2016 – Oct 2021 |
15.50%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart