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Issuer
NYLI
Inception Date
Dec 16, 2025
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$28M

Share Price Chart


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Performance

MMMA Performance Chart

NYLI MacKay Muni Allocation ETF (MMMA) is up 3.0% since the beginning of the year. MMMA is currently trading at $25 per share.


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S&P 500 Index

Returns By Period


NYLI MacKay Muni Allocation ETF

1D
-0.27%
1M
0.50%
YTD
3.03%
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.64%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMMA Monthly Returns History

Based on dividend-adjusted daily data since Dec 16, 2025, MMMA's average daily return is +0.03%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 86% of months were positive and 14% were negative. The best month was Feb 2026 with a return of +1.6%, while the worst month was Mar 2026 at -2.0%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.

On a daily basis, MMMA closed higher 65% of trading days. The best single day was Mar 23, 2026 with a return of +0.7%, while the worst single day was Mar 20, 2026 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.36%1.64%-1.99%1.31%0.69%0.03%3.03%
20250.33%0.33%

Benchmark Metrics

NYLI MacKay Muni Allocation ETF has an annualized alpha of 5.23%, beta of 0.11, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since December 17, 2025.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (17.55%) than losses (4.74%) - typical of diversified or defensive assets.
  • Beta of 0.11 may look defensive, but with R2 of 0.14 this ETF 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 ETF's risk.
  • R2 of 0.14 means this ETF 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
5.23%
Beta
0.11
0.14
Upside Capture
17.55%
Downside Capture
4.74%

Expense Ratio

MMMA has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NYLI MacKay Muni Allocation ETF (MMMA) and compare them to S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

NYLI MacKay Muni Allocation ETF provided a 1.96% dividend yield over the last twelve months, with an annual payout of $0.50 per share.


0.17%$0.00$0.01$0.02$0.03$0.042025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.50$0.04

Dividend yield

1.96%0.17%

Monthly Dividends

The table displays the monthly dividend distributions for NYLI MacKay Muni Allocation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.08$0.09$0.09$0.10$0.00$0.45
2025$0.04$0.04

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 MacKay Muni Allocation ETF. 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 MacKay Muni Allocation ETF was 2.79%, occurring on Mar 24, 2026. Recovery took 48 trading sessions.

The current NYLI MacKay Muni Allocation ETF drawdown is 0.27%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-2.79%Mar 2026
25d2mo 10d
3mo 5dFeb 2026 - Jun 2026
2026 pullback2026
-0.36%Jan 2026
0s5d
5dJan 2026 - Jan 2026
2026 pullback2026
-0.31%Jan 2026
5d1d
6dJan 2026 - Jan 2026
2026 pullback2026
-0.27%Jun 2026
0s
2d 4hJun 2026 - now
2026 pullback2026
-0.24%Feb 2026
0s1d
1dFeb 2026 - Feb 2026

Drawdown Indicators


MMMABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-2.79%

-56.78%

+53.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.27%

-2.97%

+2.70%

Average Drawdown

Average peak-to-trough decline

-0.60%

-10.72%

+10.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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