See what your fund actually adds
BNY Mellon Small Cap Multi-Strategy Fund Class Investor MISCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MISCX | Replication |
|---|---|---|
| Annualized growth | 3.5% | 5.8% |
| Annualized volatility | 20.2% | 20.1% |
| Sharpe ratio | 0.27 | 0.38 |
| Maximum drawdown | 31.0% | 30.2% |
| Replication fit (R²) | 0.95 · Tracking error 4.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model MISCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 46.9% |
| VBK | Small-Cap · Growth | 30.9% |
| IWC | Micro Cap | 14.8% |
| XLB | Sector · Materials | 3.8% |
| MTUM | Factor · Momentum | 3.6% |