NYLI Hedge Multi-Strategy Tracker ETF
Provider: IndexIQ
| Annualised Return | 3.1% |
| Realised Volatility | 5.03% |
| Downside Volatility | 3.4% |
| Max Drawdown | -13.77% |
| Winning months | 57.58% |
| Sharpe Ratio | 0.62 |
| Sortino Ratio | 0.91 |
| Calmar Ratio | 0.22 |
| Viking Ratio | 0.22 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.62% | -0.6% | -1.32% | -0.26% | 1.93% | 1.53% | 0.68% | 1.54% | 5.19% | ||||
| 2024 | -0.39% | 1.56% | 1.44% | -1.2% | 1.35% | 0.32% | 1.13% | 0.76% | 1.45% | -0.59% | 2.29% | -1.57% | 6.67% |
| 2023 | 2.92% | -0.85% | 0.59% | 0.51% | -0.65% | 2.26% | 1.94% | -0.59% | -0.66% | -1.23% | 3.27% | 2.27% | 10.07% |
| 2022 | -2.08% | -0.68% | -0.25% | -3.34% | -0.4% | -3.37% | 1.88% | -1.16% | -3.98% | 1.48% | 3.98% | -0.82% | -8.68% |
| 2021 | 0.13% | 0.19% | -0.72% | 0.6% | 0.59% | 0.25% | -0.34% | 0.12% | -1.34% | 1.07% | -1.5% | 0.82% | -0.16% |
| 2020 | -0.58% | -1.47% | -5.63% | 3.09% | 1.98% | 1.3% | 1.78% | 1.26% | -0.83% | -0.45% | 3.34% | 2.15% | 5.73% |
| 2019 | 2.77% | 0.88% | 0.43% | 0.67% | -1.31% | 1.82% | -0.13% | -0.3% | 0.43% | 0.95% | 0.49% | 1.71% | 8.68% |
| 2018 | 2% | -1.35% | -0.49% | -0.26% | 0.66% | -0.69% | 0.89% | 0.26% | -0.07% | -2.77% | 0.27% | -1.74% | -3.32% |
| 2017 | 0.21% | 1.26% | 0% | 0.24% | 0.45% | 0.41% | 0.92% | 0.51% | 0.17% | 0.84% | 0.6% | 0.43% | 6.17% |
| 2016 | -1.41% | 0.36% | 2.34% | 0.83% | -0.34% | 0.69% | 0.79% | -0.27% | -0.03% | -1.36% | -1.35% | 0.56% | 0.74% |
| 2015 | -1.33% | 3.41% | -0.17% | 0.2% | -0.03% | -1.37% | -0.03% | -1.69% | -0.93% | 0.87% | -0.52% | -1.05% | -2.7% |
| 2014 | -0.76% | 2.09% | -0.58% | 0.38% | 1.43% | 0.94% | -1.3% | 1.89% | -1.62% | 0.37% | 1.21% | -1.19% | 2.8% |
| 2013 | 0.56% | -0.03% | 0.75% | 0.96% | -0.77% | -1.91% | 1.95% | -1.03% | 2.4% | 1.36% | 0.66% | 0.54% | 5.49% |
| 2012 | 1.7% | 1.31% | -0.61% | -0.29% | -1.27% | 0.73% | 1.24% | 0.68% | 0.46% | 0.14% | 0.18% | -0.46% | 3.84% |
| 2011 | -1.13% | 0.26% | 0.55% | 1.9% | 0% | -1.08% | 0.69% | -0.65% | -2.21% | 2.52% | -0.8% | 0.18% | 0.15% |
| 2010 | -1.57% | -0.04% | 1.91% | -0.18% | -4.16% | 1.5% | 2.61% | 0.2% | 2.28% | 0.61% | -1.4% | 1% | 2.58% |
| 2009 | -1.15% | 2.29% | 2.79% | -0.34% | 1.53% | -0.42% | 2.5% | -0.52% | 2.04% | -0.37% | 8.56% |