{"schemaVersion":1,"ticker":"AZYY","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/azyy/","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, AZYY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/azyy/"},"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":93.2,"date":"2026-09-22","url":"https://graniteshares.com/media/cqdjcd1j/graniteshares-yieldboost-amzn-etf-19-a-notice-09182026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":94.9,"from":"2025-12-02","to":"2026-09-22","notices":35,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":95.4,"fiscalYearEnd":"2026-06-30","filed":"2026-09-04","url":"https://www.sec.gov/Archives/edgar/data/1689873/000149315226041612/formn-csr.htm"}},"kind":"benchmark","a":"AZYY","b":"AMZN","window":{"from":"2025-09-26","to":"2026-10-23","firstReturn":"2025-10-03","weeklyReturns":56,"years":1.07,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0379658,"perWeek":0.0007301115,"days":269,"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":-0.03148361,"b":0.12840113,"edge":"AMZN","lead":"AMZN"},"annualised":{"a":-0.02926803,"b":0.11870639,"edge":"AMZN","lead":"AMZN"},"price":{"a":-0.39652928,"b":0.12840113,"edge":"AMZN","lead":"AMZN"},"volatility":{"a":0.1950193,"b":0.36003174,"edge":"AZYY","lead":"AZYY"},"downsideDeviation":{"a":0.16020019,"b":0.21638796,"edge":"AZYY","lead":"AZYY"},"maxDrawdown":{"a":-0.21748101,"b":-0.19641847,"edge":"AMZN (slight)","lead":"AMZN","aPeak":"2025-11-07","aTrough":"2026-02-13","bPeak":"2026-01-09","bTrough":"2026-02-13"},"excess":{"a":-0.0486357,"b":0.13653775,"edge":"AMZN","lead":"AMZN"},"sharpe":{"a":-0.24938916,"b":0.37923809,"edge":"AMZN","lead":"AMZN"},"sortino":{"a":-0.30359326,"b":0.63098591,"edge":"AMZN","lead":"AMZN"},"calmar":{"a":-0.13457739,"b":0.60435452,"edge":"AMZN","lead":"AMZN"}},"relative":{"AZYY":{"on":"AMZN","beta":0.40516122,"r2":0.55947688,"alpha":-0.1039555,"alphaT":-0.82467488,"alphaLow":-0.35668326,"alphaHigh":0.14877225,"upsideCapture":0.25615513,"downsideCapture":0.7658282,"treynor":-0.12004036,"trackingError":0.25023803,"informationRatio":-0.73998923,"upWeeks":28,"downWeeks":28,"treynorReference":0.13653775,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AMZN","lead":"AMZN"},"downsideCapture":{"edge":"AZYY","lead":"AZYY"},"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":{"AZYY":{"kept":"2026-10-26","distributions":56,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":56,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.03148361}},"AMZN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":56,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12840113}}}}