MCKIX Performance — NYLI Conservative Allocation Fund, Class I
Data updated: 2026-09-23
MCKIX returned +5.23% year to date and +10.63% over one year to Jul 2026. Annualised returns are +8.78% over 3 years and +4.06% over 5 years. Against its Alternative category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $129, against $168 for the category, and to $111 over one year, against $108. Volatility over the past three years was 7.49% a year. In the 12 months to Jul 2026 the fund lost a net $22.9M, and assets reached $359.42M.
MCKIX Growth of $100
What $100 invested in NYLI Conservative Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | MCKIX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $111 | $108 |
| 3 years (Aug 2023 – Jul 2026) | $129 | $168 |
| 5 years (Aug 2021 – Jul 2026) | $122 | $159 |
| Since data start (Aug 2019 – Jul 2026) | $150 | $190 |
MCKIX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.23% |
| 1 year | +10.63% |
| 3 years (annualised) | +8.78% |
| 5 years (annualised) | +4.06% |
MCKIX Annual Returns
Calendar-year total returns of NYLI Conservative Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +5.23% |
| 2025 | +9.60% |
| 2024 | +7.35% |
| 2023 | +10.95% |
| 2022 | −12.57% |
| 2021 | +7.87% |
| 2020 | +11.01% |
| 2019 (Aug–Dec) | +4.01% |
MCKIX 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 | +1.5% | +1.4% | −3.6% | +4.4% | +2.2% | +0.5% | −1.1% | — | — | — | — | — |
| 2025 | +1.9% | −0.6% | −2.1% | +0.3% | +2.0% | +2.4% | +0.2% | +1.7% | +1.4% | +1.0% | +0.6% | +0.2% |
| 2024 | +0.5% | +0.8% | +1.8% | −2.6% | +2.3% | +1.1% | +2.3% | +1.3% | +1.6% | −1.9% | +3.2% | −3.0% |
| 2023 | +4.8% | −2.1% | +0.8% | +0.5% | −1.3% | +2.4% | +1.6% | −1.1% | −2.7% | −2.0% | +5.8% | +4.3% |
| 2022 | −3.4% | −1.3% | 0.0% | −4.8% | +0.3% | −5.4% | +5.0% | −2.7% | −6.0% | +3.6% | +4.3% | −2.1% |
| 2021 | −0.5% | +0.6% | +1.0% | +2.4% | +1.1% | +0.5% | +1.0% | +0.9% | −2.0% | +2.2% | −1.4% | +2.0% |
| 2020 | +0.4% | −2.4% | −8.2% | +6.3% | +2.8% | +1.8% | +3.2% | +2.2% | −1.5% | −1.2% | +5.6% | +2.3% |
| 2019 | — | — | — | — | — | — | — | −0.1% | +0.6% | +1.0% | +1.2% | +1.3% |
MCKIX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 7.49%
- 3-year Sharpe ratio: 0.57 (vs 4.5% risk-free rate)
- Best month: +5.82% (Nov 2023)
- Worst month: −3.60% (Mar 2026)
MCKIX Fund Flows
Monthly money in and out of NYLI Conservative Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$22.9M
- 12-month gross sales (incl. reinvestments): $43.6M
- Sales ÷ redemptions: 0.66×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $3.7M | $5.0M | −$1.2M |
| Jun 2026 | $3.8M | $6.6M | −$2.8M |
| May 2026 | $1.6M | $4.9M | −$3.3M |
| Apr 2026 | $6.3M | $4.3M | $2.0M |
| Mar 2026 | $2.4M | $5.6M | −$3.3M |
| Feb 2026 | $1.8M | $6.1M | −$4.3M |
| Jan 2026 | $2.2M | $5.7M | −$3.5M |
| Dec 2025 | $13.0M | $5.9M | $7.1M |
| Nov 2025 | $1.7M | $4.1M | −$2.4M |
| Oct 2025 | $1.8M | $5.5M | −$3.7M |
| Sep 2025 | $4.0M | $7.4M | −$3.4M |
| Aug 2025 | $1.3M | $5.4M | −$4.1M |
MCKIX Assets Under Management
Net assets of NYLI Conservative Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $359.42M |
| 2026-04-30 | $363.96M |
| 2026-01-31 | $367.19M |
| 2025-10-31 | $368.06M |
| 2025-07-31 | $364.14M |
| 2025-04-30 | $359.78M |
| 2025-01-31 | $380.58M |
| 2024-10-31 | $380.98M |
| 2024-07-31 | $391.82M |
| 2024-04-30 | $381.02M |
| 2024-01-31 | $393.94M |
| 2023-10-31 | $371.25M |
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.