{"schemaVersion":1,"ticker":"AMZW","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/amzw/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, AMZW against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/amzw/"},"benchmark":{"ticker":"AMZN","name":"Amazon (AMZN)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-10-27","url":"https://www.roundhillinvestments.com/assets/data/rh_filings/19a-notice-AAPW-COIW-NVDW-PLTW-TSLW-AMZW-METW-BRKW-HOOW-NFLW-AMDW-GOOW-MSFW-AVGW-MSTW-UBEW-BABW-ARMW-COSW-GLDW-GDXW-TSYW-UNHW-10-19-2026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":100.0,"from":"2025-10-28","to":"2026-10-20","notices":52,"distributions":53,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":94.98,"fiscalYearEnd":"2025-12-31","filed":"2026-03-09","url":"https://www.sec.gov/Archives/edgar/data/1976517/000113322826003392/rnwar-efp22837_ncsr.htm"}},"kind":"benchmark","a":"AMZW","b":"AMZN","window":{"from":"2025-06-27","to":"2026-10-23","firstReturn":"2025-07-03","weeklyReturns":69,"years":1.32,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03875873,"perWeek":0.0007453603,"days":332,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.06468929,"b":0.11061352,"edge":"AMZN","lead":"AMZN"},"annualised":{"a":0.04837293,"b":0.08227419,"edge":"AMZN","lead":"AMZN"},"price":{"a":-0.36253297,"b":0.11061352,"edge":"AMZN","lead":"AMZN"},"volatility":{"a":0.41076189,"b":0.33784934,"edge":"AMZN","lead":"AMZN"},"downsideDeviation":{"a":0.25781976,"b":0.21059346,"edge":"AMZN","lead":"AMZN"},"maxDrawdown":{"a":-0.23578697,"b":-0.19641847,"edge":"AMZN","lead":"AMZN","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-02-13"},"excess":{"a":0.08979544,"b":0.09551633,"edge":"AMZN (slight)","lead":"AMZN"},"sharpe":{"a":0.21860704,"b":0.28271871,"edge":"AMZN","lead":"AMZN"},"sortino":{"a":0.34828765,"b":0.45355791,"edge":"AMZN","lead":"AMZN"},"calmar":{"a":0.20515523,"b":0.41887197,"edge":"AMZN","lead":"AMZN"}},"relative":{"AMZW":{"on":"AMZN","beta":1.21400968,"r2":0.99703445,"alpha":-0.02616231,"alphaT":-1.33628892,"alphaLow":-0.06524083,"alphaHigh":0.01291621,"upsideCapture":1.45543842,"downsideCapture":1.07296345,"treynor":0.073966,"trackingError":0.07568416,"informationRatio":-0.07558902,"upWeeks":37,"downWeeks":32,"treynorReference":0.09551633,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AMZW","lead":"AMZW"},"downsideCapture":{"edge":"AMZN (slight)","lead":"AMZN"},"treynor":{"edge":"AMZN","lead":"AMZN"},"informationRatio":{"edge":null,"lead":"AMZN","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AMZW":{"kept":"2026-10-26","distributions":69,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2025-11-03","amount":0.400631,"vendor":0.382933},{"ex":"2026-06-22","amount":0.200042,"vendor":0.211516},{"ex":"2026-10-19","amount":0.314229,"vendor":0.29654}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":69,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.06468929}},"AMZN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":69,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.11061352}}}}