- Issuer
- CBRE
- Inception Date
- Jan 1, 2021
- Category
- Global Equities
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MEGI Performance Chart
NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) is up 14.6% since the beginning of the year. MEGI is currently trading at $15 per share.
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Returns By Period
NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) has returned 14.62% so far this year and 17.98% over the past 12 months.
NYLI CBRE Global Infrastructure Megatrends Term Fund
- 1D
- 0.60%
- 1M
- -0.82%
- YTD
- 14.62%
- 6M
- 14.44%
- 1Y
- 17.98%
- 3Y*
- 14.66%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
MEGI Monthly Returns History
Based on dividend-adjusted daily data since Oct 27, 2021, MEGI's average daily return is +0.02%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +16.6%, while the worst month was Sep 2022 at -20.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MEGI closed higher 51% of trading days. The best single day was Oct 3, 2022 with a return of +5.6%, while the worst single day was Jun 13, 2022 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.79% | 11.68% | -6.40% | 6.73% | -1.12% | -0.85% | 14.62% | ||||||
| 2025 | 3.64% | 0.84% | 7.76% | 1.28% | 6.43% | 1.81% | 1.79% | 2.42% | 1.71% | -2.80% | 3.07% | -3.89% | 26.19% |
| 2024 | 0.57% | -3.93% | 3.23% | -3.42% | 9.45% | -0.63% | 6.69% | 3.89% | 7.88% | -5.62% | -0.52% | -10.58% | 5.19% |
| 2023 | 11.95% | -5.29% | 0.36% | 2.51% | -4.74% | 1.09% | 4.09% | -6.24% | -9.46% | -5.19% | 16.56% | 2.87% | 5.52% |
| 2022 | 3.98% | -8.31% | 4.80% | -5.58% | 5.47% | -14.24% | 3.67% | -3.24% | -20.83% | 6.93% | 10.61% | -4.32% | -23.32% |
| 2021 | 0.05% | 0.05% | -3.60% | -3.50% |
Benchmark Metrics
NYLI CBRE Global Infrastructure Megatrends Term Fund has an annualized alpha of -1.55%, beta of 0.58, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since October 28, 2021.
- This fund participated in 112.22% of S&P 500 Index downside but only 81.30% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.58 may look defensive, but with R2 of 0.25 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.25 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.55%
- Beta
- 0.58
- R²
- 0.25
- Upside Capture
- 81.30%
- Downside Capture
- 112.22%
Expense Ratio
MEGI has an expense ratio of 0.02%, which is considered low.
Return for Risk
Risk / Return Rank
MEGI ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) and compare them to S&P 500 Index.
| MEGI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.98 | -1.09 |
| Martin ratioReturn relative to average drawdown | 4.71 | 13.78 | -9.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
NYLI CBRE Global Infrastructure Megatrends Term Fund provided a 9.92% dividend yield over the last twelve months, with an annual payout of $1.50 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.50 | $1.50 | $1.50 | $1.38 | $1.30 |
Dividend yield | 9.92% | 10.90% | 12.33% | 10.66% | 9.52% |
Monthly Dividends
The table displays the monthly dividend distributions for NYLI CBRE Global Infrastructure Megatrends Term Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.00 | $0.63 | ||||||
| 2025 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $1.50 |
| 2024 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $1.50 |
| 2023 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $1.38 |
| 2022 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $1.30 |
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 Global Infrastructure Megatrends Term Fund. 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 Global Infrastructure Megatrends Term Fund was 39.48%, occurring on Oct 12, 2022. Recovery took 680 trading sessions.
The current NYLI CBRE Global Infrastructure Megatrends Term Fund drawdown is 2.06%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -39.48%Oct 2022 | 8mo 27d | 2y 8mo | 3y 5moJan 2022 - Jul 2025 |
2021 correction2021 | -13.72%Dec 2021 | 26d | 25d | 1mo 21dNov 2021 - Jan 2022 |
2026 pullback2026 | -9.52%Mar 2026 | 24d | — | 3mo 5dMar 2026 - now |
2025 pullback2025 | -8.43%Nov 2025 | 1mo 15d | 2mo 17d | 4mo 2dOct 2025 - Feb 2026 |
2025 pullback2025 | -3.05%Jul 2025 | 1d | 5d | 6dJul 2025 - Jul 2025 |
Drawdown Indicators
| MEGI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.48% | -56.78% | +17.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -9.10% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -22.53% | -18.90% | -3.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.06% | -0.33% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -10.72% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 1.97% | +1.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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