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iShares New York Muni Bond ETF (NYF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642883239

CUSIP

464288323

Issuer

iShares

Inception Date

Oct 4, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P New York AMT-Free Municipal Bond Index

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
NYF vs. MUB NYF vs. AGZ NYF vs. PZT NYF vs. VNYTX NYF vs. FTFMX NYF vs. VNYUX NYF vs. NXN NYF vs. VWIUX NYF vs. VOO NYF vs. SUB
Popular comparisons:
NYF vs. MUB NYF vs. AGZ NYF vs. PZT NYF vs. VNYTX NYF vs. FTFMX NYF vs. VNYUX NYF vs. NXN NYF vs. VWIUX NYF vs. VOO NYF vs. SUB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares New York Muni Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.03%
12.53%
NYF (iShares New York Muni Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares New York Muni Bond ETF had a return of 1.83% year-to-date (YTD) and 5.16% in the last 12 months. Over the past 10 years, iShares New York Muni Bond ETF had an annualized return of 2.06%, while the S&P 500 had an annualized return of 11.21%, indicating that iShares New York Muni Bond ETF did not perform as well as the benchmark.


NYF

YTD

1.83%

1M

1.25%

6M

3.03%

1Y

5.16%

5Y (annualized)

1.01%

10Y (annualized)

2.06%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of NYF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.22%-0.18%-0.12%-1.16%-0.23%1.30%1.10%0.37%0.99%-1.41%1.83%
20232.54%-2.49%2.52%0.10%-0.56%0.56%0.19%-1.32%-2.51%-1.31%6.05%2.16%5.76%
2022-2.69%-0.23%-2.76%-2.85%1.28%-1.52%2.48%-2.42%-3.33%-0.55%5.17%-0.25%-7.76%
20210.27%-1.16%0.26%1.01%0.45%0.32%0.47%-0.29%-0.76%-0.12%0.60%0.31%1.34%
20201.67%0.69%-2.91%-1.36%2.95%0.79%1.21%-0.53%-0.33%-0.35%1.62%0.78%4.18%
20190.47%0.44%1.45%0.63%1.39%0.25%0.87%1.32%-0.88%0.01%0.24%0.14%6.49%
2018-1.08%-0.53%0.20%-0.41%0.85%0.24%0.12%0.22%-0.53%-0.80%1.00%1.41%0.66%
20170.76%0.58%0.25%0.56%1.62%-0.30%0.62%0.73%-0.39%0.09%-0.66%1.07%5.01%
20160.95%-0.03%0.32%0.86%0.26%1.63%-0.11%0.20%-0.61%-1.13%-3.68%1.05%-0.40%
20151.90%-1.22%0.49%-0.76%-0.37%-0.57%1.06%-0.24%0.91%0.73%0.42%0.73%3.08%
20142.45%1.21%0.31%1.11%1.09%0.38%0.40%1.08%0.07%0.08%0.50%0.78%9.86%
20130.58%0.68%-1.11%1.46%-2.10%-4.78%-1.00%-1.18%2.37%2.48%0.05%-0.85%-3.56%

Expense Ratio

NYF has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for NYF: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NYF is 45, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of NYF is 4545
Combined Rank
The Sharpe Ratio Rank of NYF is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of NYF is 4848
Sortino Ratio Rank
The Omega Ratio Rank of NYF is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NYF is 3333
Calmar Ratio Rank
The Martin Ratio Rank of NYF is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NYF, currently valued at 1.51, compared to the broader market0.002.004.001.512.53
The chart of Sortino ratio for NYF, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.0010.0012.002.153.39
The chart of Omega ratio for NYF, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.47
The chart of Calmar ratio for NYF, currently valued at 0.84, compared to the broader market0.005.0010.0015.0020.000.843.65
The chart of Martin ratio for NYF, currently valued at 5.90, compared to the broader market0.0020.0040.0060.0080.00100.005.9016.21
NYF
^GSPC

The current iShares New York Muni Bond ETF Sharpe ratio is 1.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares New York Muni Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.51
2.53
NYF (iShares New York Muni Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares New York Muni Bond ETF provided a 2.71% dividend yield over the last twelve months, with an annual payout of $1.46 per share. The fund has been increasing its distributions for 2 consecutive years.


1.80%2.00%2.20%2.40%2.60%2.80%3.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.46$1.28$1.07$1.07$1.15$1.25$1.36$1.37$1.32$1.46$1.57$1.59

Dividend yield

2.71%2.36%2.04%1.84%1.97%2.19%2.48%2.46%2.43%2.60%2.81%3.05%

Monthly Dividends

The table displays the monthly dividend distributions for iShares New York Muni Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.11$0.12$0.12$0.12$0.13$0.12$0.12$0.12$0.13$0.12$1.22
2023$0.00$0.10$0.11$0.10$0.10$0.10$0.10$0.11$0.11$0.10$0.12$0.24$1.28
2022$0.00$0.08$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.19$1.07
2021$0.00$0.09$0.10$0.09$0.09$0.09$0.09$0.09$0.08$0.09$0.09$0.18$1.07
2020$0.00$0.10$0.10$0.10$0.10$0.10$0.10$0.09$0.09$0.10$0.09$0.18$1.15
2019$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.10$0.10$0.10$0.10$0.19$1.25
2018$0.00$0.11$0.12$0.12$0.11$0.11$0.11$0.11$0.11$0.11$0.12$0.22$1.36
2017$0.00$0.11$0.12$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.26$1.37
2016$0.00$0.12$0.12$0.11$0.12$0.11$0.12$0.11$0.11$0.11$0.11$0.20$1.32
2015$0.00$0.12$0.13$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.24$1.46
2014$0.00$0.14$0.14$0.14$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.25$1.57
2013$0.13$0.14$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.27$1.59

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.16%
-0.53%
NYF (iShares New York Muni Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares New York Muni Bond 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 iShares New York Muni Bond ETF was 13.12%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.

The current iShares New York Muni Bond ETF drawdown is 1.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.12%Mar 10, 202010Mar 23, 202090Jul 30, 2020100
-12.72%Jul 21, 2021320Oct 25, 2022
-10.5%Apr 15, 2008164Dec 11, 200820Jan 12, 2009184
-10.41%Nov 30, 2012141Jun 24, 2013233May 29, 2014374
-8.7%Mar 31, 200952Jun 15, 200975Oct 1, 2009127

Volatility

Volatility Chart

The current iShares New York Muni Bond ETF volatility is 1.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.61%
3.97%
NYF (iShares New York Muni Bond ETF)
Benchmark (^GSPC)