{"schemaVersion":1,"ticker":"HYMB","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/hymb/","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, HYMB against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/hymb/"},"benchmark":{"ticker":"AGG","name":"Bloomberg U.S. Aggregate Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"HYMB","b":"AGG","window":{"from":"2011-04-21","to":"2026-10-23","firstReturn":"2011-04-29","weeklyReturns":809,"years":15.51,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01651496,"perWeek":0.0003175953,"days":3878,"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":0.84792316,"b":0.38901474,"edge":"HYMB","lead":"HYMB"},"annualised":{"a":0.04025931,"b":0.02134567,"edge":"HYMB","lead":"HYMB"},"price":{"a":-0.04670659,"b":-0.09266263,"edge":"HYMB","lead":"HYMB"},"volatility":{"a":0.08661112,"b":0.04624782,"edge":"AGG","lead":"AGG"},"downsideDeviation":{"a":0.06395121,"b":0.03320122,"edge":"AGG","lead":"AGG"},"maxDrawdown":{"a":-0.22477441,"b":-0.18178373,"edge":"AGG","lead":"AGG","aPeak":"2020-03-06","aTrough":"2020-03-20","bPeak":"2020-08-07","bTrough":"2022-10-21"},"excess":{"a":0.02676225,"b":0.00567906,"edge":"HYMB","lead":"HYMB"},"sharpe":{"a":0.30899326,"b":0.12279621,"edge":"HYMB","lead":"HYMB"},"sortino":{"a":0.41847922,"b":0.17104966,"edge":"HYMB","lead":"HYMB"},"calmar":{"a":0.17910985,"b":0.11742344,"edge":"HYMB","lead":"HYMB"}},"relative":{"HYMB":{"on":"AGG","beta":1.30503136,"r2":0.48559824,"alpha":0.0193509,"alphaT":1.22777008,"alphaLow":-0.01158652,"alphaHigh":0.05028833,"upsideCapture":1.04043407,"downsideCapture":0.88608174,"treynor":0.02050698,"trackingError":0.06370075,"informationRatio":0.33097246,"upWeeks":455,"downWeeks":345,"treynorReference":0.00567906,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"HYMB (slight)","lead":"HYMB"},"downsideCapture":{"edge":"HYMB","lead":"HYMB"},"treynor":{"edge":"HYMB","lead":"HYMB"},"informationRatio":{"edge":null,"lead":"HYMB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"HYMB":{"kept":"2026-10-26","distributions":186,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":809,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.84792316}},"AGG":{"kept":"2026-10-26","distributions":186,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":809,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.38901474}}}}