See what your fund actually adds

NYLI WMC Enduring Capital Investor Class MCSSX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

MCSSX compared with its replication portfolio
MeasureMCSSXReplication
Annualized growth4.2%7.8%
Annualized volatility16.0%14.4%
Sharpe ratio0.340.59
Maximum drawdown21.4%21.1%
Replication fit (R²)0.88 · Tracking error 5.5%

Replication portfolio

The published portfolio below is the investable basket used to model MCSSX’s historical return behavior.

MCSSX replication basket weights
TickerBuilding blockWeight
USMVFactor · Min Vol35.9%
XLFSector · Financials23.3%
XLISector · Industrials22.7%
VNQSector · Real Estate18.1%