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Inception Date
Nov 10, 2025
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

NYM Performance Chart

AB New York Intermediate Municipal ETF (NYM) is up 1.4% since the beginning of the year. NYM is currently trading at $25 per share.


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S&P 500 Index

Returns By Period


AB New York Intermediate Municipal ETF

1D
0.04%
1M
0.48%
YTD
1.43%
6M
1.92%
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYM Monthly Returns History

Based on dividend-adjusted daily data since Nov 10, 2025, NYM's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, an investment would double in approximately 25.1 years.

Historically, 88% of months were positive and 13% were negative. The best month was Feb 2026 with a return of +1.0%, while the worst month was Mar 2026 at -1.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, NYM closed higher 51% of trading days. The best single day was Mar 13, 2026 with a return of +0.4%, while the worst single day was Mar 24, 2026 at -0.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%1.04%-1.37%0.78%0.05%0.32%1.43%
20250.11%0.30%0.41%

Benchmark Metrics

AB New York Intermediate Municipal ETF has an annualized alpha of 2.37%, beta of 0.05, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since November 11, 2025.

  • This ETF captured 7.42% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.71%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.05 may look defensive, but with R2 of 0.10 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 0.10 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
2.37%
Beta
0.05
0.10
Upside Capture
7.42%
Downside Capture
-4.71%

Expense Ratio

NYM has an expense ratio of 0.27%, which is considered low.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AB New York Intermediate Municipal ETF (NYM) 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

AB New York Intermediate Municipal ETF provided a 1.73% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


0.49%$0.00$0.02$0.04$0.06$0.08$0.10$0.122025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.43$0.12

Dividend yield

1.73%0.49%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.06$0.06$0.06$0.06$0.06$0.31
2025$0.12$0.12

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 AB New York Intermediate Municipal 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 AB New York Intermediate Municipal ETF was 1.76%, occurring on Mar 24, 2026. The portfolio has not yet recovered.

The current AB New York Intermediate Municipal ETF drawdown is 0.23%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-1.76%Mar 2026
22d
3mo 4dMar 2026 - now
2025 pullback2025
-0.24%Dec 2025
3d18d
21dDec 2025 - Dec 2025
2025 pullback2025
-0.20%Nov 2025
7d9d
16dNov 2025 - Nov 2025
2026 pullback2026
-0.16%Jan 2026
0s1d
1dJan 2026 - Jan 2026
2026 pullback2026
-0.16%Feb 2026
0s1d
1dFeb 2026 - Feb 2026

Drawdown Indicators


NYMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.76%

-56.78%

+55.02%

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

-0.23%

-0.74%

+0.51%

Average Drawdown

Average peak-to-trough decline

-0.42%

-10.72%

+10.30%

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

Build a portfolio with NYM

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