{"schemaVersion":1,"ticker":"APLY","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/aply/","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, APLY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/aply/"},"benchmark":{"ticker":"AAPL","name":"Apple (AAPL)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":86.85,"date":"2026-10-23","url":"https://yieldmaxetfs.com/our-etfs/aply/"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":73.5,"from":"2025-10-31","to":"2026-10-23","notices":45,"distributions":53,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":65.64,"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":"APLY","b":"AAPL","window":{"from":"2023-04-28","to":"2026-10-23","firstReturn":"2023-05-05","weeklyReturns":182,"years":3.49,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04586445,"perWeek":0.0008820086,"days":872,"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":0.61337021,"b":1.08254357,"edge":"AAPL","lead":"AAPL"},"annualised":{"a":0.1464433,"b":0.23318117,"edge":"AAPL","lead":"AAPL"},"price":{"a":-0.41161235,"b":1.04929868,"edge":"AAPL","lead":"AAPL"},"volatility":{"a":0.21023944,"b":0.26092711,"edge":"APLY","lead":"APLY"},"downsideDeviation":{"a":0.15523667,"b":0.17604515,"edge":"APLY","lead":"APLY"},"maxDrawdown":{"a":-0.24104829,"b":-0.26215081,"edge":"APLY (slight)","lead":"APLY","aPeak":"2024-12-27","aTrough":"2025-04-04","bPeak":"2024-12-27","bTrough":"2025-04-04"},"excess":{"a":0.11328415,"b":0.19814715,"edge":"AAPL","lead":"AAPL"},"sharpe":{"a":0.53883397,"b":0.75939656,"edge":"AAPL","lead":"AAPL"},"sortino":{"a":0.72975124,"b":1.12554735,"edge":"AAPL","lead":"AAPL"},"calmar":{"a":0.60752683,"b":0.88949246,"edge":"AAPL","lead":"AAPL"}},"relative":{"APLY":{"on":"AAPL","beta":0.77998302,"r2":0.93708788,"alpha":-0.04126726,"alphaT":-1.45193504,"alphaLow":-0.09735092,"alphaHigh":0.0148164,"upsideCapture":0.66051493,"downsideCapture":0.91795804,"treynor":0.14523926,"trackingError":0.07795177,"informationRatio":-1.08866028,"upWeeks":107,"downWeeks":75,"treynorReference":0.19814715,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AAPL","lead":"AAPL"},"downsideCapture":{"edge":"APLY (slight)","lead":"APLY"},"treynor":{"edge":"AAPL","lead":"AAPL"},"informationRatio":{"edge":null,"lead":"AAPL","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"APLY":{"kept":"2026-10-26","distributions":85,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2023-08-04","amount":0.5555,"vendor":0.580289}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":182,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.61337021}},"AAPL":{"kept":"2026-10-26","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2025-05-12","amount":0.26,"vendor":0.244576}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":182,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.08254357}}}}