MMRIX Performance — NYLI Moderate Allocation Fund, Class I
Data updated: 2026-09-23
MMRIX returned +7.18% year to date and +13.62% over one year to Jul 2026. Annualised returns are +10.64% over 3 years and +5.51% 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 $135, against $168 for the category, and to $114 over one year, against $108. Volatility over the past three years was 9.16% a year. In the 12 months to Jul 2026 the fund lost a net $29.3M, and assets reached $807.54M.
MMRIX Growth of $100
What $100 invested in NYLI Moderate Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | MMRIX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $114 | $108 |
| 3 years (Aug 2023 – Jul 2026) | $135 | $168 |
| 5 years (Aug 2021 – Jul 2026) | $131 | $159 |
| Since data start (Aug 2019 – Jul 2026) | $170 | $190 |
MMRIX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.18% |
| 1 year | +13.62% |
| 3 years (annualised) | +10.64% |
| 5 years (annualised) | +5.51% |
MMRIX Annual Returns
Calendar-year total returns of NYLI Moderate Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +7.18% |
| 2025 | +11.39% |
| 2024 | +9.10% |
| 2023 | +13.38% |
| 2022 | −13.82% |
| 2021 | +12.20% |
| 2020 | +13.00% |
| 2019 (Aug–Dec) | +5.19% |
MMRIX 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 | +2.0% | +1.4% | −4.5% | +6.1% | +2.9% | +0.5% | −1.1% | — | — | — | — | — |
| 2025 | +2.6% | −1.1% | −2.9% | +0.3% | +3.1% | +3.0% | +0.2% | +2.0% | +1.7% | +1.2% | +0.6% | +0.4% |
| 2024 | +0.6% | +1.8% | +2.2% | −3.2% | +2.7% | +1.3% | +2.3% | +1.5% | +1.6% | −2.0% | +3.9% | −3.6% |
| 2023 | +5.3% | −2.2% | +0.9% | +0.6% | −1.3% | +3.5% | +2.1% | −1.6% | −3.3% | −2.3% | +6.9% | +4.6% |
| 2022 | −4.1% | −1.6% | +0.8% | −5.7% | +0.4% | −6.5% | +6.0% | −3.1% | −7.0% | +5.1% | +5.2% | −3.0% |
| 2021 | −0.4% | +1.7% | +1.7% | +3.1% | +1.2% | +0.5% | +1.1% | +1.4% | −2.9% | +3.3% | −1.8% | +2.7% |
| 2020 | −0.1% | −4.1% | −10.1% | +8.1% | +3.6% | +2.1% | +3.8% | +3.3% | −2.1% | −1.7% | +7.8% | +3.1% |
| 2019 | — | — | — | — | — | — | — | −0.8% | +1.0% | +1.4% | +1.7% | +1.8% |
MMRIX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 9.16%
- 3-year Sharpe ratio: 0.67 (vs 4.5% risk-free rate)
- Best month: +6.85% (Nov 2023)
- Worst month: −4.52% (Mar 2026)
MMRIX Fund Flows
Monthly money in and out of NYLI Moderate Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$29.3M
- 12-month gross sales (incl. reinvestments): $107.4M
- Sales ÷ redemptions: 0.79×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $4.3M | $8.8M | −$4.5M |
| Jun 2026 | $11.6M | $16.1M | −$4.4M |
| May 2026 | $3.6M | $9.2M | −$5.6M |
| Apr 2026 | $4.5M | $10.8M | −$6.4M |
| Mar 2026 | $6.2M | $12.3M | −$6.1M |
| Feb 2026 | $3.5M | $11.0M | −$7.5M |
| Jan 2026 | $4.6M | $10.9M | −$6.3M |
| Dec 2025 | $46.6M | $12.7M | $33.9M |
| Nov 2025 | $3.7M | $9.6M | −$5.9M |
| Oct 2025 | $4.7M | $10.0M | −$5.3M |
| Sep 2025 | $10.1M | $16.1M | −$6.0M |
| Aug 2025 | $4.0M | $9.1M | −$5.1M |
MMRIX Assets Under Management
Net assets of NYLI Moderate Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $807.54M |
| 2026-04-30 | $803.82M |
| 2026-01-31 | $803.06M |
| 2025-10-31 | $798.56M |
| 2025-07-31 | $777.03M |
| 2025-04-30 | $748.90M |
| 2025-01-31 | $805.38M |
| 2024-10-31 | $803.20M |
| 2024-07-31 | $812.18M |
| 2024-04-30 | $775.60M |
| 2024-01-31 | $788.58M |
| 2023-10-31 | $716.47M |
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.