MAINSTAY VP HEDGE MULTI-STRATEGY PORTFOLIO INITIAL CLASS

Publish date: 2024-07-14
Alpha 1 Year-0.52 Alpha 3 Years-0.61 Average Gain 1 Year1.70 Average Gain 10 Years1.38 Average Gain 3 Years1.68 Average Gain 5 Years1.47 Average Loss 1 Year-0.80 Average Loss 10 Years-1.24 Average Loss 3 Years-1.37 Average Loss 5 Years-1.35 Batting Average 1 Year16.67 Batting Average 3 Years5.56 Beta 1 Year1.00 Beta 3 Years1.00 Capture Ratio Down 1 Year104.50 Capture Ratio Down 3 Years103.65 Capture Ratio Up 1 Year97.45 Capture Ratio Up 3 Years96.92 Correlation 1 Year99.97 Correlation 3 Years99.99 High 1 Year8.81 Information Ratio 1 Year-4.21 Information Ratio 3 Years-7.21 Low 1 Year8.31 Maximum Loss 1 Year-2.48 Maximum Loss 10 Years-22.20 Maximum Loss 3 Years-13.77 Maximum Loss 5 Years-13.77 Performance Current Year3.48 Performance since Inception-0.33 Risk adjusted Return 10 Years-2.59 Risk adjusted Return 3 Years-2.90 Risk adjusted Return 5 Years-0.06 Risk adjusted Return Since Inception-1.89 R-Squared (R²) 1 Year99.93 R-Squared (R²) 3 Years99.98 Sortino Ratio 1 Year1.44 Sortino Ratio 10 Years-0.46 Sortino Ratio 3 Years-0.48 Sortino Ratio 5 Years0.12 Tracking Error 1 Year0.14 Tracking Error 3 Years0.08 Trailing Performance 1 Month0.56 Trailing Performance 1 Week-0.43 Trailing Performance 1 Year6.77 Trailing Performance 10 Years-6.34 Trailing Performance 2 Years12.97 Trailing Performance 3 Months2.19 Trailing Performance 3 Years3.26 Trailing Performance 4 Years9.05 Trailing Performance 5 Years12.91 Trailing Performance 6 Months3.51 Trailing Return 1 Month0.44 Trailing Return 1 Year8.09 Trailing Return 10 Years-0.82 Trailing Return 2 Months1.63 Trailing Return 2 Years7.12 Trailing Return 3 Months0.45 Trailing Return 3 Years0.67 Trailing Return 4 Years2.54 Trailing Return 5 Years2.33 Trailing Return 6 Months2.91 Trailing Return 6 Years2.35 Trailing Return 7 Years1.60 Trailing Return 8 Years1.55 Trailing Return 9 Months7.29 Trailing Return 9 Years0.30 Trailing Return Since Inception-0.08 Trailing Return YTD - Year to Date2.91 Treynor Ratio 1 Year4.38 Treynor Ratio 3 Years-2.60

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