See what your fund actually adds

NYLIM FTSE International Equity Currency Neutral ETF HFXI

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

HFXI compared with its replication portfolio
MeasureHFXIReplication
Annualized growth11.7%11.7%
Annualized volatility13.6%12.6%
Sharpe ratio0.890.94
Maximum drawdown21.4%18.4%
Replication fit (R²)0.96 · Tracking error 2.6%

Replication portfolio

The published portfolio below is the investable basket used to model HFXI’s historical return behavior.

HFXI replication basket weights
TickerBuilding blockWeight
DBEFIntl · Dev Hedged62.3%
VEAIntl · Developed26.4%
DGSEM Small Cap11.3%