CPI

IQ Real Return ETF
*Unless otherwise stated, data provided by FactSet.

CPI Fund Description

CPI tracks an index that provides returns greater than the rate of inflation. The fund's index uses a multifactor model to allocate across asset classes and geographies primarily via ETFs.

CPI Factset Analytics Insight

CPI aims to deliver returns over the rate of inflation through its fund-of-funds basket. The underlying index offers exposure to asset classes whose returns incorporate inflation expectations to achieve its investment goal. This strategy generally provides exposure to US large- and small-cap equity, real estate, foreign equity, US government debt, and commodities. The fund’s huge stake in short-term Treasuries should be expected to bring a little variation on its return over a period of time. This position lowers volatility but doesn’t help returns much, and it elevates correlations with fixed income. The combination of higher correlations and long-only exposure makes CPI less of a pure-play in the absolute-returns space compared with some peers.

CPI MSCI ESG Analytics Insight

IQ Real Return ETF has an MSCI ESG Fund Rating of A based on a score of 6.56 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. IQ Real Return ETF ranks in the 41st percentile within its peer group and in the 41st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 01/14/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CPI 0.13% 0.29% -0.10% 1.59% 1.93% 1.56% 1.16%
CPI (NAV) 0.26% 0.15% -0.14% 1.28% 1.88% 1.55% 1.16%
IQ Real Return Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CPI Summary Data

New York Life
IndexIQ
10/27/09
Open-Ended Fund
0.38%
$27.51M
$1.10M
0.11%

CPI Portfolio Data

Inflation
0.38%
N/A
8

CPI Index Data

IQ Real Return Index
Multi-Factor
Multi-Factor
N/A

CPI Portfolio Management

0.38%
-0.12%
-0.10%
-0.14%

CPI Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

CPI Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

CPI Factset Analytics Block Liquidity

As of 01/18/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CPI. CPI is rated a 1 out of 5.

CPI Tradability

39,841
$1.10M
2,111
$58.12K
0.11%
$0.03
0.00%
0.27% / -0.80%
None
100.00%
50,000
0.04
0.04%
86.30%
0
$27.51
1

CPI Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

CPI Top 5 Holdings Short

-0.02%

CPI Performance Statistics

1.28%
0.69%
-0.52%
0.05
0.07
-0.37
0.95

CPI Correlations (Daily Returns 12 Mo)

0.70
0.40
0.36

CPI MSCI ESG Ratings

6.56 / 10
40.96
41.19
1.62%
--
216.86