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NYLIM MacKay Muni Intermediate ETF MMIT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MMIT | Replication |
|---|---|---|
| Annualized growth | 0.4% | 0.5% |
| Annualized volatility | 4.2% | 4.2% |
| Sharpe ratio | 0.10 | 0.14 |
| Maximum drawdown | 11.7% | 10.3% |
| Replication fit (R²) | 0.98 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model MMIT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 82.3% |
| STIP | FI · Short TIPS | 10.3% |
| VCSH | FI · Short Corp | 7.4% |