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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, CONY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cony/"},"benchmark":{"ticker":"COIN","name":"Coinbase (COIN)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":9.41,"date":"2026-10-23","url":"https://yieldmaxetfs.com/our-etfs/cony/"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":60.1,"from":"2025-10-31","to":"2026-10-23","notices":45,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":78.59,"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":"CONY","b":"COIN","window":{"from":"2023-08-25","to":"2026-10-23","firstReturn":"2023-09-01","weeklyReturns":165,"years":3.16,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04506418,"perWeek":0.0008666188,"days":790,"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":0.39480345,"b":1.21451656,"edge":"COIN","lead":"COIN"},"annualised":{"a":0.11056375,"b":0.2847398,"edge":"COIN","lead":"COIN"},"price":{"a":-0.90747995,"b":1.21451656,"edge":"COIN","lead":"COIN"},"volatility":{"a":0.59425658,"b":0.78431455,"edge":"CONY","lead":"CONY"},"downsideDeviation":{"a":0.38006612,"b":0.43777022,"edge":"CONY","lead":"CONY"},"maxDrawdown":{"a":-0.60770408,"b":-0.6515794,"edge":"CONY (slight)","lead":"CONY","aPeak":"2025-07-18","aTrough":"2026-07-31","bPeak":"2025-07-18","bTrough":"2026-07-31"},"excess":{"a":0.23160228,"b":0.49365994,"edge":"COIN","lead":"COIN"},"sharpe":{"a":0.38973448,"b":0.62941577,"edge":"COIN","lead":"COIN"},"sortino":{"a":0.60937365,"b":1.12766909,"edge":"COIN","lead":"COIN"},"calmar":{"a":0.18193683,"b":0.43699939,"edge":"COIN","lead":"COIN"}},"relative":{"CONY":{"on":"COIN","beta":0.73536722,"r2":0.94197871,"alpha":-0.13141906,"alphaT":-1.62421963,"alphaLow":-0.29119014,"alphaHigh":0.02835201,"upsideCapture":0.33202429,"downsideCapture":0.9726419,"treynor":0.31494778,"trackingError":0.25212876,"informationRatio":-1.03938031,"upWeeks":80,"downWeeks":85,"treynorReference":0.49365994,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"COIN","lead":"COIN"},"downsideCapture":{"edge":"CONY (slight)","lead":"CONY"},"treynor":{"edge":"COIN","lead":"COIN"},"informationRatio":{"edge":null,"lead":"COIN","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CONY":{"kept":"2026-10-26","distributions":79,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2023-10-06","amount":1.2088,"vendor":1.167552},{"ex":"2024-03-06","amount":1.6619,"vendor":1.554923},{"ex":"2024-08-07","amount":1.0061,"vendor":1.085616},{"ex":"2024-09-06","amount":1.0432,"vendor":1.125489},{"ex":"2025-04-03","amount":0.4381,"vendor":0.462236},{"ex":"2025-06-26","amount":0.5354,"vendor":0.517262},{"ex":"2025-09-18","amount":0.4522,"vendor":0.432096},{"ex":"2025-10-30","amount":0.1345,"vendor":0.140916},{"ex":"2025-11-06","amount":0.0887,"vendor":0.095138},{"ex":"2025-11-13","amount":0.0832,"vendor":0.088346},{"ex":"2025-11-20","amount":0.0635,"vendor":0.068023},{"ex":"2026-01-15","amount":0.3965,"vendor":0.419177},{"ex":"2026-01-29","amount":0.3089,"vendor":0.324102},{"ex":"2026-02-05","amount":0.2838,"vendor":0.325617},{"ex":"2026-02-12","amount":0.2556,"vendor":0.274418},{"ex":"2026-08-20","amount":0.2246,"vendor":0.211131},{"ex":"2026-09-03","amount":0.2723,"vendor":0.251696}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":165,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.39480345}},"COIN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":165,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.21451656}}}}