Quartz ranked New Mexico 5th: https://qz.com/early-childhood-education-by-state-ranking-20...
If I look hard enough, I can find a study that ranks New Mexico at every single ranking from 50th to 1st.
In particular, the study you linked ranks on a lot of factors outside the control of the school - which is largely affected by the huge number of poor people in New Mexico (#1 in the country... Which is why they got the rating they did).