{"schemaVersion":1,"ticker":"AMZY","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/amzy/","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, AMZY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/amzy/"},"benchmark":{"ticker":"AMZN","name":"Amazon (AMZN)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":64.2,"from":"2025-10-31","to":"2026-10-16","notices":42,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":53.02,"fiscalYearEnd":"2025-10-31","filed":"2026-03-06","url":"https://www.sec.gov/Archives/edgar/data/1924868/000199937126005229/yieldmax_ncsra-103125.htm"}},"kind":"benchmark","a":"AMZY","b":"AMZN","window":{"from":"2023-08-04","to":"2026-10-23","firstReturn":"2023-08-11","weeklyReturns":168,"years":3.22,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04524012,"perWeek":0.0008700024,"days":805,"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":0.69857555,"b":0.77688615,"edge":"AMZN","lead":"AMZN"},"annualised":{"a":0.17819383,"b":0.19474602,"edge":"AMZN (slight)","lead":"AMZN"},"price":{"a":-0.54008246,"b":0.77688615,"edge":"AMZN","lead":"AMZN"},"volatility":{"a":0.24540616,"b":0.30407284,"edge":"AMZY","lead":"AMZY"},"downsideDeviation":{"a":0.16701665,"b":0.19280091,"edge":"AMZY","lead":"AMZY"},"maxDrawdown":{"a":-0.22249509,"b":-0.28054527,"edge":"AMZY","lead":"AMZY","aPeak":"2025-01-31","aTrough":"2025-04-04","bPeak":"2025-01-31","bTrough":"2025-04-04"},"excess":{"a":0.1489405,"b":0.1784773,"edge":"AMZN","lead":"AMZN"},"sharpe":{"a":0.60691428,"b":0.58695575,"edge":"AMZY (slight)","lead":"AMZY"},"sortino":{"a":0.89177039,"b":0.92570779,"edge":"AMZN (slight)","lead":"AMZN"},"calmar":{"a":0.80088883,"b":0.69416966,"edge":"AMZY","lead":"AMZY"}},"relative":{"AMZY":{"on":"AMZN","beta":0.7900314,"r2":0.95823722,"alpha":0.00793783,"alphaT":0.28270138,"alphaLow":-0.04749917,"alphaHigh":0.06337483,"upsideCapture":0.6717446,"downsideCapture":0.89365286,"treynor":0.18852479,"trackingError":0.08118749,"informationRatio":-0.36380972,"upWeeks":93,"downWeeks":75,"treynorReference":0.1784773,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AMZN","lead":"AMZN"},"downsideCapture":{"edge":"AMZY","lead":"AMZY"},"treynor":{"edge":"AMZY (slight)","lead":"AMZY"},"informationRatio":{"edge":null,"lead":"AMZN","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AMZY":{"kept":"2026-10-26","distributions":80,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":168,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.69857555}},"AMZN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":168,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.77688615}}}}