- Issuer
- NYLI
- Inception Date
- May 31, 2024
- Category
- Mortgage Backed Securities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $160M
Share Price Chart
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Performance
SECR Performance Chart
NYLI MacKay Securitized Income ETF (SECR) is up 0.7% since the beginning of the year. SECR is currently trading at $25 per share.
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Returns By Period
NYLI MacKay Securitized Income ETF (SECR) has returned 0.74% so far this year and 5.06% over the past 12 months.
NYLI MacKay Securitized Income ETF
- 1D
- -0.00%
- 1M
- -0.11%
- YTD
- 0.74%
- 6M
- 0.73%
- 1Y
- 5.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
SECR Monthly Returns History
Based on dividend-adjusted daily data since May 31, 2024, SECR's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 68% of months were positive and 32% were negative. The best month was Jul 2024 with a return of +2.7%, while the worst month was Oct 2024 at -2.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.
On a daily basis, SECR closed higher 55% of trading days. The best single day was Aug 2, 2024 with a return of +1.1%, while the worst single day was Apr 7, 2025 at -1.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.54% | 1.77% | -1.52% | 0.07% | -0.01% | -0.09% | 0.74% | ||||||
| 2025 | 0.95% | 2.34% | 0.03% | 0.52% | -0.45% | 1.62% | -0.75% | 1.58% | 0.68% | 0.63% | 0.63% | -0.14% | 7.85% |
| 2024 | 1.36% | 2.73% | 1.45% | 1.52% | -2.54% | 1.38% | -1.17% | 4.71% |
Benchmark Metrics
NYLI MacKay Securitized Income ETF has an annualized alpha of 6.38%, beta of 0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 03, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (21.71%) than losses (5.18%) - typical of diversified or defensive assets.
- Beta of 0.02 may look defensive, but with R2 of 0.01 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 0.01 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
- 6.38%
- Beta
- 0.02
- R²
- 0.01
- Upside Capture
- 21.71%
- Downside Capture
- 5.18%
Expense Ratio
SECR has an expense ratio of 0.28%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SECR ranks 34 for risk / return — below 34% of ETFs 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 MacKay Securitized Income ETF (SECR) and compare them to S&P 500 Index.
| SECR | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 2.39 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.90 | 3.25 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 3.11 | -1.38 |
Martin ratioReturn relative to average drawdown | 5.24 | 14.38 | -9.15 |
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 MacKay Securitized Income ETF provided a 6.27% dividend yield over the last twelve months, with an annual payout of $1.59 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.59 | $1.72 | $0.83 |
Dividend yield | 6.27% | 6.68% | 3.24% |
Monthly Dividends
The table displays the monthly dividend distributions for NYLI MacKay Securitized Income ETF. 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 | $0.08 | $0.08 | $0.12 | $0.11 | $0.11 | $0.00 | $0.50 | ||||||
| 2025 | $0.00 | $0.08 | $0.13 | $0.27 | $0.00 | $0.15 | $0.12 | $0.12 | $0.12 | $0.13 | $0.12 | $0.50 | $1.72 |
| 2024 | $0.07 | $0.12 | $0.12 | $0.11 | $0.11 | $0.31 | $0.83 |
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 Securitized Income 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 Securitized Income ETF was 3.93%, occurring on Jan 10, 2025. Recovery took 31 trading sessions.
The current NYLI MacKay Securitized Income ETF drawdown is 1.55%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 pullback2025 | -3.93%Jan 2025 | 3mo 25d | 1mo 17d | 5mo 12dSep 2024 - Feb 2025 |
2026 pullback2026 | -2.94%May 2026 | 2mo 18d | — | 3mo 3dMar 2026 - now |
2025 selloff2025 | -2.65%Apr 2025 | 4d | 2mo 14d | 2mo 18dApr 2025 - Jun 2025 |
2025 pullback2025 | -1.39%Nov 2025 | 17d | 2mo 23d | 3mo 10dOct 2025 - Feb 2026 |
2025 pullback2025 | -1.36%Jul 2025 | 14d | 17d | 1mo 1dJul 2025 - Aug 2025 |
Drawdown Indicators
| SECR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.93% | -56.78% | +52.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -9.10% | +6.16% |
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 DrawdownCurrent decline from peak | -1.55% | 0.00% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -1.07% | -10.72% | +9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.97% | -1.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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