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NYLIM MacKay Core Plus Bond ETF CPLB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CPLB | Replication |
|---|---|---|
| Annualized growth | 0.3% | -0.5% |
| Annualized volatility | 5.9% | 5.8% |
| Sharpe ratio | 0.07 | -0.06 |
| Maximum drawdown | 18.4% | 17.2% |
| Replication fit (R²) | 0.97 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model CPLB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| AGG | FI · Aggregate | 100.0% |