If you had a loss on the NY rental property and no other NY income, you don't need to file a NY return. 

If you are a New York State  nonresident  you must file  Form IT-203,  Nonresident and Part-Year Resident Income Tax Return ... , if you meet the following condition:

You are a nonresident with New York source income and your New York adjusted gross income Federal amount column (Form IT-203, line 31) exceeds your New York standard deduction.  https://www.tax.ny.gov/pit/file/standard_deductions.htm