NYLI Merger Arbitrage ETF
Provider: IndexIQ
| Annualised Return | 8.11% |
| Realised Volatility | 41.22% |
| Downside Volatility | 4.33% |
| Max Drawdown | -11.76% |
| Winning months | 59.09% |
| Sharpe Ratio | 0.2 |
| Sortino Ratio | 1.87 |
| Calmar Ratio | 0.69 |
| Viking Ratio | 0.25 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.33% | 0.85% | 1.83% | 4.07% | |||||||||
| 2024 | -0.76% | 0.51% | 0.48% | -1.78% | 0.91% | 1.28% | 1.93% | 1.61% | 0.46% | -0.15% | 0% | 0.4% | 4.93% |
| 2023 | -0.47% | -0.98% | 1.15% | 0.28% | -1.89% | 0.26% | -0.13% | 0.83% | 0.54% | -0.38% | -0.92% | 1.95% | 0.18% |
| 2022 | -1.86% | 0.76% | 0.16% | -0.5% | -0.6% | -1.99% | 1.87% | 0.76% | -1.54% | 1.09% | -0.41% | 0.73% | -1.61% |
| 2021 | -0.54% | -1.42% | 0.83% | 2.09% | -0.48% | 0.12% | -0.84% | -1.17% | 0.09% | -0.06% | -1.64% | -0.22% | -3.24% |
| 2020 | 0.33% | -1.05% | -8.56% | 4.15% | -0.64% | 1.09% | 1.55% | 0.94% | 4.08% | 1.69% | -0.88% | 0.57% | 2.72% |
| 2019 | 1.89% | -0.62% | -0.56% | -1.44% | 1.18% | -0.91% | 0.76% | 0.31% | 0.5% | 1.68% | 0.84% | 1.02% | 4.7% |
| 2018 | 1.55% | -2.19% | -0.32% | 0.13% | -0.16% | -0.07% | 1.92% | 0.86% | 0.63% | 0.38% | -0.19% | -0.38% | 2.13% |
| 2017 | 1.09% | 0.75% | 0.5% | 1.03% | 0.1% | 1.35% | 0.29% | -1.1% | 1.05% | 0.68% | -0.45% | 0.55% | 5.97% |
| 2016 | -0.11% | 2.03% | 0.84% | -1.18% | 1.16% | -1.42% | 0.35% | 1.12% | 1.21% | -1.47% | 1.56% | 0.48% | 4.6% |
| 2015 | 0.93% | 1.81% | 0.56% | 0.44% | 0.39% | -1.27% | -0.94% | -0.32% | -1.87% | -0.9% | 0.54% | 2.15% | 1.46% |
| 2014 | 1.27% | 2.14% | -0.74% | 0% | 0.1% | 1.99% | -0.88% | 0.02% | -0.51% | 0.25% | 1.79% | -0.32% | 5.16% |
| 2013 | -0.19% | 0.89% | 1.13% | -0.69% | 1.95% | 0.69% | 1.38% | -1.17% | 1.8% | 0.47% | 0.77% | -0.62% | 6.53% |
| 2012 | 2.97% | 1.16% | 0.26% | 0.94% | -3.55% | -0.04% | -0.68% | 1.61% | -1.51% | -1.17% | 0.41% | 2.31% | 2.56% |
| 2011 | 1.9% | -0.5% | 2.02% | -0.66% | -0.16% | -0.57% | -0.26% | -1.87% | -2.55% | 3.37% | -1.69% | 0.66% | -0.49% |
| 2010 | 0.51% | 1.31% | 0.29% | 1.42% | -4.13% | -0.43% | 2.82% | -1.31% | 0.87% | -1.09% | -0.08% | -1.82% | -1.82% |
| 2009 | 166.21% | 1.44% | 170.04% | ||||||||||
| 2008 | -4.31% | -4.51% | -1.82% | 3.17% | -7.45% | ||||||||
| 2007 | 4.6% | 0.39% | -1.08% | -1.88% | 0.5% | 2.71% | 1.37% | -2.22% | 0.59% | 4.91% |