{"schemaVersion":1,"ticker":"DYFI","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/dyfi/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, DYFI against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/dyfi/"},"benchmark":{"ticker":"AGG","name":"Bloomberg US Aggregate Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"DYFI","b":"AGG","window":{"from":"2024-01-19","to":"2026-11-05","firstReturn":"2024-01-26","weeklyReturns":146,"years":2.8,"short":true,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.04368529,"perWeek":0.0008401016,"days":700,"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":0.02431496,"b":0.10030204,"edge":"AGG","lead":"AGG"},"annualised":{"a":0.00859323,"b":0.03463,"edge":"AGG","lead":"AGG"},"price":{"a":-0.10670504,"b":-0.0142828,"edge":"AGG","lead":"AGG"},"volatility":{"a":0.0318352,"b":0.04741419,"edge":"DYFI","lead":"DYFI"},"downsideDeviation":{"a":0.02713835,"b":0.03481948,"edge":"DYFI","lead":"DYFI"},"maxDrawdown":{"a":-0.03945575,"b":-0.04504806,"edge":"DYFI","lead":"DYFI","aPeak":"2024-03-08","aTrough":"2024-08-09","bPeak":"2024-09-13","bTrough":"2025-01-10"},"excess":{"a":-0.03462364,"b":-0.00851374,"edge":"AGG","lead":"AGG"},"sharpe":{"a":-1.08759003,"b":-0.17956094,"edge":"AGG","lead":"AGG"},"sortino":{"a":-1.27581955,"b":-0.24451074,"edge":"AGG","lead":"AGG"},"calmar":{"a":0.21779401,"b":0.76873449,"edge":"AGG","lead":"AGG"}},"relative":{"DYFI":{"on":"AGG","beta":0.46846171,"r2":0.48679913,"alpha":-0.03063528,"alphaT":-2.24236931,"alphaLow":-0.05763928,"alphaHigh":-0.00363129,"upsideCapture":0.42651881,"downsideCapture":0.56194884,"treynor":-0.07390923,"trackingError":0.03398945,"informationRatio":-0.76817681,"upWeeks":80,"downWeeks":65,"treynorReference":-0.00851374,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"AGG","lead":"AGG"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"AGG","lead":"AGG"},"downsideCapture":{"edge":"DYFI","lead":"DYFI"},"treynor":{"edge":"AGG","lead":"AGG"},"informationRatio":{"edge":null,"lead":"AGG","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DYFI":{"kept":"2026-11-10","distributions":32,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":146,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.02431496}},"AGG":{"kept":"2026-11-10","distributions":34,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":146,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.10030204}}}}