MPRRX Performance — NYLI WMC Value Fund, Class R2
Data updated: 2026-09-23
MPRRX returned +3.34% over one year to Jan 2024. The annualised 3-year return is +9.11%. Against its US Multi-Cap Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $130, against $109 for the category, and to $103 over one year, against $108. Volatility over the past three years was 16.02% a year. In the 12 months to Jul 2026 the fund lost a net $155.6M, and assets reached $902.54M.
MPRRX Growth of $100
What $100 invested in NYLI WMC Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | MPRRX | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $103 | $108 |
| 3 years (Feb 2021 – Jan 2024) | $130 | $109 |
| Since data start (Aug 2019 – Jan 2024) | $159 | $128 |
MPRRX Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.34% |
| 3 years (annualised) | +9.11% |
MPRRX Annual Returns
Calendar-year total returns of NYLI WMC Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | −1.24% |
| 2023 | +8.92% |
| 2022 | −4.94% |
| 2021 | +25.86% |
| 2020 | +13.20% |
| 2019 (Aug–Dec) | +9.36% |
MPRRX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −1.2% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | +4.1% | −3.7% | −1.6% | +1.6% | −4.2% | +6.1% | +4.8% | −2.8% | −3.0% | −3.6% | +6.6% | +5.3% |
| 2022 | −1.3% | −0.3% | +1.2% | −4.7% | +3.3% | −8.2% | +6.6% | −2.5% | −8.0% | +9.8% | +5.6% | −4.6% |
| 2021 | −0.9% | +5.3% | +4.3% | +6.0% | +1.8% | −1.0% | +1.3% | +2.0% | −3.5% | +5.4% | −3.4% | +6.6% |
| 2020 | −0.3% | −9.1% | −18.2% | +12.7% | +6.2% | +2.1% | +4.8% | +6.9% | −4.4% | −1.6% | +13.3% | +4.8% |
| 2019 | — | — | — | — | — | — | — | −2.2% | +2.5% | +2.5% | +4.4% | +2.0% |
MPRRX Risk
Risk measures from monthly returns over Feb 2021 – Jan 2024.
- 3-year volatility (annualised): 16.02%
- 3-year Sharpe ratio: 0.29 (vs 4.5% risk-free rate)
- Best month: +9.80% (Oct 2022)
- Worst month: −8.25% (Jun 2022)
MPRRX Fund Flows
Monthly money in and out of NYLI WMC Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$155.6M
- 12-month gross sales (incl. reinvestments): $105.1M
- Sales ÷ redemptions: 0.40×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $1.8M | $34.7M | −$32.9M |
| Jun 2026 | $6.7M | $33.4M | −$26.7M |
| May 2026 | $2.1M | $30.6M | −$28.5M |
| Apr 2026 | $1.8M | $27.5M | −$25.8M |
| Mar 2026 | $3.3M | $12.8M | −$9.5M |
| Feb 2026 | $1.8M | $14.0M | −$12.2M |
| Jan 2026 | $2.5M | $11.9M | −$9.4M |
| Dec 2025 | $72.6M | $26.6M | $46.1M |
| Nov 2025 | $2.2M | $22.6M | −$20.4M |
| Oct 2025 | $2.3M | $20.2M | −$17.9M |
| Sep 2025 | $5.4M | $13.3M | −$7.8M |
| Aug 2025 | $2.6M | $13.1M | −$10.5M |
MPRRX Assets Under Management
Net assets of NYLI WMC Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $902.54M |
| 2026-04-30 | $943.92M |
| 2026-01-31 | $955.85M |
| 2025-10-31 | $934.57M |
| 2025-07-31 | $935.89M |
| 2025-04-30 | $920.97M |
| 2025-01-31 | $1.02B |
| 2024-10-31 | $1.02B |
| 2024-07-31 | $1.01B |
| 2024-04-30 | $956.32M |
| 2024-01-31 | $947.68M |
| 2023-10-31 | $896.95M |
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.