Performance analysis of HFXI (NYLI FTSE INTERNATIONAL EQUITY CURRENCY NEUTRAL ETF)
Annual Return
Over the past 3 years, HFXI has had an average annual return of +19.15%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, HFXI has had an average annual return of +12.34%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, HFXI has had an average annual return of +11.27%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Jul 22, 2015, HFXI has had an average annual return of +9.33%, underperforming the benchmark SPY, which returned +14.05% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +16.25% | +30.10% | +7.59% | +19.58% | -10.71% | +13.97% | +6.87% | +23.68% | -12.68% | +22.66% | +2.50% | -7.15% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.73% | +6.61% | -7.93% | +6.73% | +5.30% | +1.52% | -1.84% | +16.25% | |||||
| 2025 | +4.45% | +2.20% | -1.08% | +1.67% | +4.32% | +2.51% | -0.07% | +3.33% | +2.56% | +3.25% | +0.67% | +2.93% | +30.10% |
| 2024 | +0.76% | +3.59% | +3.48% | -2.16% | +3.73% | -0.72% | +1.61% | +1.84% | +0.31% | -3.40% | -0.25% | -1.17% | +7.59% |
| 2023 | +8.47% | -1.59% | +1.87% | +2.64% | -2.11% | +4.13% | +2.26% | -2.86% | -2.32% | -2.59% | +6.74% | +4.19% | +19.58% |
| 2022 | -3.56% | -3.13% | +1.09% | -4.24% | +1.49% | -7.51% | +5.41% | -4.54% | -7.78% | +5.84% | +10.37% | -2.99% | -10.71% |
| 2021 | -0.41% | +2.59% | +3.58% | +1.80% | +3.09% | +0.02% | +0.36% | +1.92% | -3.09% | +2.33% | -3.33% | +4.63% | +13.97% |
| 2020 | -2.59% | -7.42% | -13.78% | +6.07% | +5.68% | +3.63% | -0.39% | +4.92% | -1.26% | -3.52% | +13.92% | +4.32% | +6.87% |
| 2019 | +6.94% | +2.67% | +1.14% | +3.09% | -4.80% | +5.23% | -0.89% | -2.33% | +3.87% | +2.60% | +1.92% | +2.56% | +23.68% |
| 2018 | +3.32% | -4.69% | -0.96% | +2.71% | -1.25% | -0.55% | +2.05% | -1.60% | +0.83% | -7.12% | +0.31% | -5.92% | -12.68% |
| 2017 | +2.31% | +1.94% | +2.50% | +2.52% | +2.66% | +0.27% | +1.29% | +0.44% | +1.94% | +3.04% | +0.14% | +1.61% | +22.66% |
Drawdown analysis of HFXI (NYLI FTSE INTERNATIONAL EQUITY CURRENCY NEUTRAL ETF)
The maximum drawdown for the HFXI was -32.42%, occurring on Mar 16, 2020. Recovery took 175 trading sessions.
The current HFXI drawdown is -3.26%.
Since Jul 22, 2015 HFXI has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.42% | Jan 17, 2020 | 39 | Mar 16, 2020 | 175 | Nov 20, 2020 | 214 |
| -22.34% | Sep 7, 2021 | 266 | Sep 27, 2022 | 178 | Jun 13, 2023 | 444 |
| -20.77% | Aug 10, 2015 | 128 | Feb 11, 2016 | 274 | Mar 15, 2017 | 402 |
| -19.69% | Jan 26, 2018 | 229 | Dec 24, 2018 | 218 | Nov 5, 2019 | 447 |
| -13.52% | Mar 19, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
| -10.83% | Feb 25, 2026 | 17 | Mar 20, 2026 | 32 | May 6, 2026 | 49 |
| -9.62% | Jul 28, 2023 | 64 | Oct 27, 2023 | 30 | Dec 11, 2023 | 94 |
| -8.98% | Jul 12, 2024 | 16 | Aug 5, 2024 | 19 | Aug 30, 2024 | 35 |
| -6.77% | Sep 26, 2024 | 60 | Dec 20, 2024 | 35 | Feb 13, 2025 | 95 |
| -5.17% | Jun 22, 2026 | 19 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -5.09% | Nov 12, 2025 | 6 | Nov 20, 2025 | 16 | Dec 15, 2025 | 22 |
| -4.60% | Jun 15, 2021 | 23 | Jul 19, 2021 | 17 | Aug 11, 2021 | 40 |
| -4.54% | Jun 2, 2026 | 6 | Jun 10, 2026 | 3 | Jun 15, 2026 | 9 |
| -4.28% | Jan 8, 2021 | 14 | Jan 29, 2021 | 9 | Feb 11, 2021 | 23 |
| -4.02% | Mar 27, 2024 | 16 | Apr 19, 2024 | 12 | May 7, 2024 | 28 |
| -3.63% | Jul 23, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -3.52% | Jun 15, 2023 | 13 | Jul 6, 2023 | 5 | Jul 13, 2023 | 18 |
| -3.47% | Feb 16, 2021 | 8 | Feb 26, 2021 | 13 | Mar 17, 2021 | 21 |
| -3.40% | Aug 30, 2024 | 4 | Sep 6, 2024 | 14 | Sep 26, 2024 | 18 |
| -3.26% | May 7, 2021 | 3 | May 12, 2021 | 11 | May 27, 2021 | 14 |
| -3.18% | Oct 6, 2025 | 4 | Oct 10, 2025 | 6 | Oct 20, 2025 | 10 |
| -2.86% | Mar 5, 2025 | 4 | Mar 11, 2025 | 5 | Mar 18, 2025 | 9 |
| -2.76% | May 15, 2024 | 21 | Jun 14, 2024 | 13 | Jul 5, 2024 | 34 |
| -2.61% | Aug 4, 2017 | 4 | Aug 10, 2017 | 21 | Sep 11, 2017 | 25 |
| -2.42% | Aug 13, 2021 | 4 | Aug 19, 2021 | 9 | Sep 1, 2021 | 13 |