{"schemaVersion":1,"ticker":"FIYY","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/fiyy/","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, FIYY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/fiyy/"},"benchmark":{"ticker":"TLT","name":"20+ Year Treasury (TLT)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":79.45,"date":"2026-07-07","url":"https://graniteshares.com/media/eyrg2tff/graniteshares-yieldboost-20y-treasuries-etf-19-a-notice-07022026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":74.2,"from":"2026-05-12","to":"2026-07-07","notices":7,"distributions":25,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":76.44,"fiscalYearEnd":"2026-06-30","filed":"2026-09-04","url":"https://www.sec.gov/Archives/edgar/data/1689873/000149315226041612/formn-csr.htm"},"estimateLessFinal":{"points":-2.24,"fiscalYearEnd":"2026-06-30"}},"kind":"benchmark","a":"FIYY","b":"TLT","window":{"from":"2026-05-15","to":"2026-10-23","firstReturn":"2026-05-22","weeklyReturns":23,"years":0.44,"short":true,"weekEnding":"2026-10-25","cumulativeOnly":"23 weekly returns, 2026-05-15 to 2026-10-23: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03882072,"perWeek":0.0007465523,"days":111,"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":-0.01216264,"b":-0.00860264,"edge":"TLT","lead":"TLT"},"annualised":{"a":null,"b":null,"absent":"23 weekly returns, under the 52 an annualised number needs"},"price":{"a":-0.02536177,"b":-0.02773129,"edge":"FIYY (slight)","lead":"FIYY"},"volatility":{"a":null,"b":null,"absent":"23 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"23 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.04950347,"b":-0.09918499,"edge":"FIYY","lead":"FIYY","aPeak":"2026-09-18","aTrough":"2026-10-02","bPeak":"2026-06-26","bTrough":"2026-10-02"},"excess":{"a":null,"b":null,"absent":"23 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"23 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"23 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"23 weekly returns, under the 52 an annualised number needs"}},"relative":{"FIYY":{"on":"TLT","beta":0.50205165,"r2":0.40725387,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":13,"downWeeks":10,"absent":"23 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true}}}},"sources":{"FIYY":{"kept":"2026-10-26","distributions":23,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":23,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.01216264}},"TLT":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":23,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.00860264}}}}