{"schemaVersion":1,"ticker":"DMAY","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/dmay/","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, DMAY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/dmay/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DMAY","b":"SPY","window":{"from":"2020-05-29","to":"2026-10-23","firstReturn":"2020-06-05","weeklyReturns":334,"years":6.4,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03079607,"perWeek":0.0005922321,"days":1602,"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":0.54424336,"b":1.73134426,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.0699929,"b":0.16933473,"edge":"SPY","lead":"SPY"},"price":{"a":0.54424336,"b":1.49727261,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.07957923,"b":0.16044718,"edge":"DMAY","lead":"DMAY"},"downsideDeviation":{"a":0.05391661,"b":0.10465736,"edge":"DMAY","lead":"DMAY"},"maxDrawdown":{"a":-0.13638142,"b":-0.23927987,"edge":"DMAY","lead":"DMAY","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.04005712,"b":0.13869582,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.50336156,"b":0.86443286,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.74294594,"b":1.3252371,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.5132143,"b":0.7076848,"edge":"SPY","lead":"SPY"}},"relative":{"DMAY":{"on":"SPY","beta":0.45221248,"r2":0.83128476,"alpha":-0.02266285,"alphaT":-1.74200244,"alphaLow":-0.04825461,"alphaHigh":0.0029289,"upsideCapture":0.31770567,"downsideCapture":0.52879095,"treynor":0.08858032,"trackingError":0.09377244,"informationRatio":-1.05189427,"upWeeks":189,"downWeeks":145,"treynorReference":0.13869582,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"DMAY","lead":"DMAY"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DMAY":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":334,"beyond":0,"tolerance":0.0005,"worst":0.000192,"vendorTotal":0.54424336}},"SPY":{"kept":"2026-10-26","distributions":26,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":334,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.73134426}}}}