MAINSTAY VP HEDGE MULTI-STRATEGY PORTFOLIO SERVICE CLASS

Publish date: 2024-07-05
Alpha 1 Year-0.77 Alpha 3 Years-0.86 Average Gain 1 Year1.68 Average Gain 10 Years1.38 Average Gain 3 Years1.66 Average Gain 5 Years1.50 Average Loss 1 Year-0.82 Average Loss 10 Years-1.24 Average Loss 3 Years-1.39 Average Loss 5 Years-1.32 Batting Average 1 Year0.00 Batting Average 3 Years0.00 Beta 1 Year1.00 Beta 3 Years1.00 Capture Ratio Down 1 Year107.17 Capture Ratio Down 3 Years105.19 Capture Ratio Up 1 Year96.37 Capture Ratio Up 3 Years95.66 Correlation 1 Year99.97 Correlation 3 Years99.99 High 1 Year8.78 Information Ratio 1 Year-6.22 Information Ratio 3 Years-10.19 Low 1 Year8.29 Maximum Loss 1 Year-2.54 Maximum Loss 10 Years-23.58 Maximum Loss 3 Years-14.04 Maximum Loss 5 Years-14.04 Performance Current Year3.33 Performance since Inception-2.77 Risk adjusted Return 10 Years-2.81 Risk adjusted Return 3 Years-3.14 Risk adjusted Return 5 Years-0.31 Risk adjusted Return Since Inception-2.12 R-Squared (R²) 1 Year99.93 R-Squared (R²) 3 Years99.98 Sortino Ratio 1 Year1.33 Sortino Ratio 10 Years-0.51 Sortino Ratio 3 Years-0.53 Sortino Ratio 5 Years0.06 Tracking Error 1 Year0.14 Tracking Error 3 Years0.08 Trailing Performance 1 Month0.54 Trailing Performance 1 Week-0.44 Trailing Performance 1 Year6.50 Trailing Performance 10 Years-8.42 Trailing Performance 2 Years12.40 Trailing Performance 3 Months2.13 Trailing Performance 3 Years2.48 Trailing Performance 4 Years7.97 Trailing Performance 5 Years11.52 Trailing Performance 6 Months3.38 Trailing Return 1 Month0.42 Trailing Return 1 Year7.81 Trailing Return 10 Years-1.04 Trailing Return 2 Months1.58 Trailing Return 2 Years6.85 Trailing Return 3 Months0.39 Trailing Return 3 Years0.42 Trailing Return 4 Years2.29 Trailing Return 5 Years2.07 Trailing Return 6 Months2.78 Trailing Return 6 Years2.10 Trailing Return 7 Years1.35 Trailing Return 8 Years1.29 Trailing Return 9 Months7.09 Trailing Return 9 Years0.08 Trailing Return Since Inception-0.30 Trailing Return YTD - Year to Date2.78 Treynor Ratio 1 Year4.11 Treynor Ratio 3 Years-2.86

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