Asset Allocation
Find the right asset allocation for NYLI CBRE Real Assets ETF Holdings
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in NYLI CBRE Real Assets ETF Holdings, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is never rebalanced.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.42% | 2.45% | 8.74% | 10.66% | 21.02% | 19.50% | 11.63% | 13.41% |
Portfolio NYLI CBRE Real Assets ETF Holdings | 0.22% | 1.21% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
0002.HK CLP Holdings | 0.34% | 4.81% | 10.89% | 12.14% | 22.39% | 14.04% | 4.44% | 3.78% |
0086.HK SUN HUNG KAI CO | -1.03% | -2.93% | -2.96% | 3.90% | 22.34% | 20.73% | 8.28% | 6.28% |
0144.HK China Merchants Port Holdings Co Ltd | 0.40% | -4.68% | -10.70% | -10.78% | -8.08% | 14.16% | 9.22% | 1.34% |
0177.HK Jiangsu Expressway Co Ltd | -0.57% | -8.35% | 9.81% | 0.30% | 1.28% | 17.35% | 8.45% | 4.41% |
0823.HK Link Real Estate Investment Trust | -1.06% | 2.70% | 11.28% | 10.71% | -4.69% | 3.16% | -6.16% | 1.54% |
1972.HK Swire Properties Close Only | 1.28% | -1.17% | 1.76% | 3.72% | 13.76% | 10.42% | 4.51% | 4.40% |
AED.BR Aedifica SA | -0.21% | -1.91% | -3.51% | 3.74% | 9.15% | 9.69% | -6.19% | 6.66% |
AENA.MC Aena SA | 0.31% | 5.47% | 9.13% | 14.74% | 17.44% | 83.81% | 54.81% | 44.12% |
AES The AES Corporation | 0.34% | 0.75% | 5.72% | 5.57% | 23.43% | -7.30% | -6.92% | 5.60% |
AHR American Healthcare REIT, Inc. | -0.50% | 15.64% | 14.46% | 15.00% | 49.33% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since May 14, 2026, NYLI CBRE Real Assets ETF Holdings's average daily return is +0.03%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Jun 2026 with a return of +1.3%, while the worst month was May 2026 at -0.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, NYLI CBRE Real Assets ETF Holdings closed higher 62% of trading days. The best single day was Jul 2, 2026 with a return of +1.4%, while the worst single day was May 15, 2026 at -1.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.56% | 1.27% | 0.54% | 1.25% |
Expense Ratio
NYLI CBRE Real Assets ETF Holdings has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for NYLI CBRE Real Assets ETF Holdings and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.65 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.28 | — |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.28 | — |
| Martin ratioReturn relative to average drawdown | — | 9.88 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
0002.HK CLP Holdings | 91 | 2.09 | 2.78 | 1.38 | 4.38 | 9.56 |
0086.HK SUN HUNG KAI CO | 79 | 1.23 | 1.90 | 1.22 | 2.41 | 4.99 |
0144.HK China Merchants Port Holdings Co Ltd | 31 | -0.29 | -0.24 | 0.97 | -0.25 | -0.73 |
0177.HK Jiangsu Expressway Co Ltd | 42 | -0.02 | 0.13 | 1.02 | -0.02 | -0.05 |
0823.HK Link Real Estate Investment Trust | 33 | -0.27 | -0.23 | 0.97 | -0.27 | -0.46 |
1972.HK Swire Properties Close Only | 62 | 0.63 | 1.09 | 1.12 | 0.68 | 1.85 |
AED.BR Aedifica SA | 57 | 0.44 | 0.78 | 1.09 | 0.54 | 1.26 |
AENA.MC Aena SA | 65 | 0.73 | 1.13 | 1.14 | 0.93 | 1.89 |
AES The AES Corporation | 69 | 0.72 | 1.21 | 1.22 | 1.33 | 2.36 |
AHR American Healthcare REIT, Inc. | 90 | 2.11 | 2.73 | 1.36 | 3.77 | 9.91 |
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Dividends
Dividend yield
NYLI CBRE Real Assets ETF Holdings provided a 3.35% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.35% | 4.06% | 3.93% | 3.83% | 3.66% | 2.67% | 3.30% | 3.88% | 4.26% | 3.85% | 3.90% | 3.55% |
| Portfolio components: | ||||||||||||
0002.HK CLP Holdings | 4.18% | 4.53% | 4.75% | 4.81% | 5.44% | 3.94% | 4.30% | 3.76% | 3.36% | 3.58% | 3.87% | 4.02% |
0086.HK SUN HUNG KAI CO | 6.68% | 6.50% | 9.56% | 10.66% | 10.24% | 6.25% | 7.95% | 7.01% | 7.03% | 5.21% | 5.42% | 5.10% |
0144.HK China Merchants Port Holdings Co Ltd | 5.61% | 5.85% | 5.27% | 7.71% | 8.22% | 5.14% | 8.01% | 7.21% | 5.74% | 9.78% | 4.00% | 3.12% |
0177.HK Jiangsu Expressway Co Ltd | 5.85% | 5.37% | 6.01% | 7.18% | 7.53% | 6.98% | 5.80% | 4.89% | 4.92% | 4.05% | 4.82% | 4.61% |
0823.HK Link Real Estate Investment Trust | 6.77% | 7.61% | 8.14% | 5.68% | 5.42% | 4.62% | 4.19% | 3.52% | 3.36% | 3.38% | 4.47% | 4.26% |
1972.HK Swire Properties Close Only | 5.43% | 5.29% | 6.70% | 6.39% | 4.84% | 4.71% | 3.95% | 3.33% | 2.87% | 2.90% | 3.32% | 2.99% |
AED.BR Aedifica SA | 4.05% | 5.78% | 2.85% | 4.90% | 4.12% | 1.37% | 3.57% | 2.54% | 3.50% | 0.00% | 3.35% | 3.74% |
AENA.MC Aena SA | 4.05% | 40.97% | 38.80% | 28.95% | 0.00% | 0.00% | 0.00% | 40.65% | 47.86% | 22.66% | 20.89% | 0.00% |
AES The AES Corporation | 4.76% | 4.91% | 5.36% | 3.45% | 2.20% | 2.48% | 2.44% | 2.74% | 3.60% | 4.43% | 3.79% | 4.18% |
AHR American Healthcare REIT, Inc. | 1.87% | 2.12% | 3.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the NYLI CBRE Real Assets ETF Holdings. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the NYLI CBRE Real Assets ETF Holdings was 2.81%, occurring on Jun 1, 2026. Recovery took 9 trading sessions.
The current NYLI CBRE Real Assets ETF Holdings drawdown is 0.93%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -2.81%Jun 2026 | 5d | 11d | 16dMay 2026 - Jun 2026 |
2026 pullback2026 | -1.98%Jul 2026 | 2d | — | 13d 23hJun 2026 - now |
2026 pullback2026 | -1.73%Jun 2026 | 2d | 8d | 10dJun 2026 - Jun 2026 |
2026 pullback2026 | -1.54%May 2026 | 0s | 5d | 5dMay 2026 - May 2026 |
2026 pullback2026 | -0.01%May 2026 | 0s | 1d | 1dMay 2026 - May 2026 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 86 assets, with an effective number of assets of 86.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 2.20 |
The portfolio has a diversification ratio of 2.20, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
NYLI CBRE Real Assets ETF Holdings correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 14, 2026 | -0.05 |
Benchmark Correlations
Correlation vs. S&P 500 Index. CEG has the highest benchmark correlation at 0.47, while KMI has the lowest at -0.40.
Asset Correlations Table
Find what NYLI CBRE Real Assets ETF Holdings is missing
See which holdings overlap, where NYLI CBRE Real Assets ETF Holdings is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification