{"schemaVersion":1,"ticker":"CSHI","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cshi/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","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, CSHI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/cshi/"},"benchmark":{"ticker":"BIL","name":"1-3 month T-bills (BIL)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":24.0,"date":"2026-10-16","url":"https://neosfunds.com/wp-content/uploads/NEOS-CSHI-19a1-Notice-10.14.26-Confidential.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":43.5,"from":"2026-01-16","to":"2026-10-16","notices":10,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":2.72,"fiscalYearEnd":"2025-12-31","filed":"2026-03-06","url":"https://www.sec.gov/Archives/edgar/data/1848758/000113322826003119/net-efp22741_ncsr.htm"}},"kind":"benchmark","a":"CSHI","b":"BIL","window":{"from":"2022-09-09","to":"2026-10-30","firstReturn":"2022-09-16","weeklyReturns":216,"years":4.14,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04556377,"perWeek":0.0008762263,"days":1035,"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":0.24180111,"b":0.19605756,"edge":"CSHI","lead":"CSHI"},"annualised":{"a":0.05351848,"b":0.0440423,"edge":"CSHI","lead":"CSHI"},"price":{"a":-0.008182,"b":0.00251449,"edge":"BIL","lead":"BIL"},"volatility":{"a":0.00958522,"b":0.00149657,"edge":"BIL","lead":"BIL"},"downsideDeviation":{"a":0.00729412,"b":0.00126889,"edge":"BIL","lead":"BIL"},"maxDrawdown":{"a":-0.01285515,"b":0.0,"edge":"BIL","lead":"BIL","aPeak":"2025-03-21","aTrough":"2025-04-04","bPeak":"2022-09-09","bTrough":"2022-09-09"},"excess":{"a":0.00664371,"b":-0.00244478,"edge":"CSHI","lead":"CSHI"},"sharpe":{"a":0.69311963,"b":-1.63358678,"edge":"CSHI","lead":"CSHI"},"sortino":{"a":0.9108307,"b":-1.92670774,"edge":"CSHI","lead":"CSHI"},"calmar":{"a":4.163194,"b":null,"absent":"no fall from a weekly peak in the window: BIL"}},"relative":{"CSHI":{"on":"BIL","beta":0.45876057,"r2":0.00513055,"alpha":0.00776528,"alphaT":1.61052661,"alphaLow":-0.00173859,"alphaHigh":0.01726914,"upsideCapture":1.21516097,"downsideCapture":null,"treynor":0.01448186,"trackingError":0.00959486,"informationRatio":0.94722545,"upWeeks":216,"downWeeks":0,"treynorReference":-0.00244478,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"CSHI","lead":"CSHI"},"treynor":{"edge":"CSHI","lead":"CSHI"},"informationRatio":{"edge":null,"lead":"CSHI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CSHI":{"kept":"2026-11-01","distributions":50,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":216,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.24180111}},"BIL":{"kept":"2026-11-01","distributions":49,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":216,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.19605756}}}}