C000204554 Performance — NYLI VP Hedge Multi-Strategy Portfolio, Initial Class
Data updated: 2026-08-24
C000204554 returned +9.19% year to date and +14.77% over one year to Jun 2026. Annualised returns are +9.71% over 3 years and +4.50% over 5 years. Against its Market Neutral category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $132, against $139 for the category, and to $115 over one year, against $113. Volatility over the past three years was 5.00% a year. In the 12 months to Jun 2026 the fund lost a net $36.6M, and assets reached $196.76M.
C000204554 Growth of $100
What $100 invested in NYLI VP Hedge Multi-Strategy Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Market Neutral category average over the same months.
| Period | C000204554 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $115 | $113 |
| 3 years (Jul 2023 – Jun 2026) | $132 | $139 |
| 5 years (Jul 2021 – Jun 2026) | $125 | $143 |
| Since data start (Jul 2019 – Jun 2026) | $137 | $170 |
C000204554 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.19% |
| 1 year | +14.77% |
| 3 years (annualised) | +9.71% |
| 5 years (annualised) | +4.50% |
C000204554 Annual Returns
Calendar-year total returns of NYLI VP Hedge Multi-Strategy Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.19% |
| 2025 | +8.06% |
| 2024 | +6.55% |
| 2023 | +10.25% |
| 2022 | −8.48% |
| 2021 | −0.58% |
| 2020 | +5.39% |
| 2019 (Jul–Dec) | +3.20% |
C000204554 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.3% | +1.7% | −2.2% | +4.6% | +2.0% | +0.7% | — | — | — | — | — | — |
| 2025 | +1.6% | −0.6% | −1.4% | −0.3% | +1.8% | +1.6% | +0.6% | +1.5% | +1.7% | +0.7% | −0.2% | +0.6% |
| 2024 | −0.3% | +1.4% | +1.4% | −1.1% | +1.2% | +0.4% | +1.1% | +0.7% | +1.5% | −0.4% | +2.1% | −1.4% |
| 2023 | +3.3% | −1.8% | +1.4% | +0.4% | −0.6% | +2.2% | +2.0% | −0.5% | −0.7% | −1.3% | +3.1% | +2.4% |
| 2022 | −1.8% | −0.6% | −0.1% | −3.7% | −0.3% | −3.4% | +2.1% | −1.2% | −3.9% | +1.3% | +4.1% | −1.0% |
| 2021 | +0.4% | 0.0% | −1.0% | +0.9% | +0.4% | +0.5% | −0.6% | +0.4% | −1.4% | +0.9% | −1.6% | +0.6% |
| 2020 | −0.6% | −1.5% | −5.5% | +3.1% | +1.9% | +1.3% | +1.7% | +1.2% | −1.0% | −0.2% | +3.3% | +1.9% |
| 2019 | — | — | — | — | — | — | −0.1% | −0.2% | +0.4% | +1.0% | +0.4% | +1.7% |
C000204554 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.00%
- 3-year Sharpe ratio: 1.04 (vs 4.5% risk-free rate)
- Best month: +4.56% (Apr 2026)
- Worst month: −2.21% (Mar 2026)
C000204554 Fund Flows
Monthly money in and out of NYLI VP Hedge Multi-Strategy Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$36.6M
- 12-month gross sales (incl. reinvestments): $15.2M
- Sales ÷ redemptions: 0.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $768K | $3.9M | −$3.1M |
| May 2026 | $761K | $5.1M | −$4.4M |
| Apr 2026 | $954K | $5.3M | −$4.3M |
| Mar 2026 | $589K | $5.8M | −$5.2M |
| Feb 2026 | $399K | $4.0M | −$3.6M |
| Jan 2026 | $686K | $4.1M | −$3.4M |
| Dec 2025 | $841K | $4.3M | −$3.4M |
| Nov 2025 | $502K | $3.8M | −$3.3M |
| Oct 2025 | $5.9M | $4.8M | $1.1M |
| Sep 2025 | $1.1M | $4.5M | −$3.4M |
| Aug 2025 | $1.2M | $3.4M | −$2.2M |
| Jul 2025 | $1.5M | $2.9M | −$1.4M |
C000204554 Assets Under Management
Net assets of NYLI VP Hedge Multi-Strategy Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $196.76M |
| 2026-03-31 | $194.67M |
| 2025-12-31 | $203.36M |
| 2025-09-30 | $211.55M |
| 2025-06-30 | $210.67M |
| 2025-03-31 | $218.46M |
| 2024-12-31 | $234.93M |
| 2024-09-30 | $247.20M |
| 2024-06-30 | $249.72M |
| 2024-03-31 | $261.57M |
| 2023-12-31 | $262.35M |
| 2023-09-30 | $266.08M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.