See what your fund actually adds
NYLIM MacKay Muni Short Duration ETF MMSD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MMSD | Replication |
|---|---|---|
| Annualized growth | 2.8% | 2.2% |
| Annualized volatility | 1.7% | 1.8% |
| Sharpe ratio | 1.60 | 1.25 |
| Maximum drawdown | 1.9% | 2.1% |
| Replication fit (R²) | 0.77 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model MMSD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 34.0% |
| MUB | FI · Municipal | 32.9% |
| STIP | FI · Short TIPS | 25.1% |
| SPHY | FI · High Yield | 4.8% |
| VCSH | FI · Short Corp | 3.1% |