{"schemaVersion":1,"ticker":"HYIN","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/hyin/","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, HYIN against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/hyin/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"S&P 500 Index","namedIn":"its shareholder report","status":"priced","via":"VOO","r2":0.2624,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":-14.1365951,"ref":12.41511385,"gap":-26.55170895}},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"VOO","name":"S&P 500 Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"HYIN","b":"VOO","window":{"from":"2021-05-14","to":"2026-10-30","firstReturn":"2021-05-21","weeklyReturns":285,"years":5.46,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03611772,"perWeek":0.0006945715,"days":1366,"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":-0.09806279,"b":0.95890173,"edge":"VOO","lead":"VOO"},"annualised":{"a":-0.01865516,"b":0.13052326,"edge":"VOO","lead":"VOO"},"price":{"a":-0.50721934,"b":0.81436219,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.16905151,"b":0.15714564,"edge":"VOO (slight)","lead":"VOO"},"downsideDeviation":{"a":0.12545326,"b":0.10478313,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.3057554,"b":-0.23914698,"edge":"VOO","lead":"VOO","aPeak":"2021-11-05","aTrough":"2022-09-30","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":-0.04062604,"b":0.09900727,"edge":"VOO","lead":"VOO"},"sharpe":{"a":-0.24031753,"b":0.6300351,"edge":"VOO","lead":"VOO"},"sortino":{"a":-0.3238341,"b":0.94487801,"edge":"VOO","lead":"VOO"},"calmar":{"a":-0.06101336,"b":0.54578677,"edge":"VOO","lead":"VOO"}},"relative":{"HYIN":{"on":"VOO","beta":0.77338031,"r2":0.51683602,"alpha":-0.11719632,"alphaT":-2.32190969,"alphaLow":-0.21654863,"alphaHigh":-0.017844,"upsideCapture":0.46635241,"downsideCapture":0.87267557,"treynor":-0.05253049,"trackingError":0.12278557,"informationRatio":-1.13721273,"upWeeks":159,"downWeeks":126,"treynorReference":0.09900727,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"VOO","lead":"VOO"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"HYIN","lead":"HYIN"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"HYIN":{"kept":"2026-11-01","distributions":56,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2022-09-26","amount":0.49,"vendor":0.515074}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":285,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.09806279}},"VOO":{"kept":"2026-11-01","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":285,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.95890173}}}}}