{"schemaVersion":1,"ticker":"HYSA","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/hysa/","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, HYSA against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/hysa/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"Bloomberg US Aggregate Bond Index","namedIn":"its shareholder report","status":"priced","via":"AGG","r2":0.2085},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"AGG","name":"Bloomberg US Aggregate Bond Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"HYSA","b":"AGG","window":{"from":"2023-09-29","to":"2026-11-05","firstReturn":"2023-10-06","weeklyReturns":162,"years":3.1,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.04471729,"perWeek":0.0008599479,"days":775,"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":0.2473039,"b":0.16001769,"edge":"HYSA","lead":"HYSA"},"annualised":{"a":0.07350956,"b":0.04879919,"edge":"HYSA","lead":"HYSA"},"price":{"a":0.00294903,"b":0.02743513,"edge":"AGG","lead":"AGG"},"volatility":{"a":0.05236804,"b":0.052622,"edge":"Tie"},"downsideDeviation":{"a":0.03201192,"b":0.03663156,"edge":"HYSA","lead":"HYSA"},"maxDrawdown":{"a":-0.03410473,"b":-0.04504806,"edge":"HYSA","lead":"HYSA","aPeak":"2025-02-28","aTrough":"2025-04-11","bPeak":"2024-09-13","bTrough":"2025-01-10"},"excess":{"a":0.02761796,"b":0.00432488,"edge":"HYSA","lead":"HYSA"},"sharpe":{"a":0.52738188,"b":0.08218766,"edge":"HYSA","lead":"HYSA"},"sortino":{"a":0.86273976,"b":0.11806429,"edge":"HYSA","lead":"HYSA"},"calmar":{"a":2.15540686,"b":1.08326957,"edge":"HYSA","lead":"HYSA"}},"relative":{"HYSA":{"on":"AGG","beta":0.56708911,"r2":0.32471671,"alpha":0.02516536,"alphaT":1.0288887,"alphaLow":-0.02313832,"alphaHigh":0.07346905,"upsideCapture":0.69990688,"downsideCapture":0.46990148,"treynor":0.04870126,"trackingError":0.0486915,"informationRatio":0.47838076,"upWeeks":90,"downWeeks":71,"treynorReference":0.00432488,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AGG","lead":"AGG"},"downsideCapture":{"edge":"HYSA","lead":"HYSA"},"treynor":{"edge":"HYSA","lead":"HYSA"},"informationRatio":{"edge":null,"lead":"HYSA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"HYSA":{"kept":"2026-11-10","distributions":38,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":162,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.2473039}},"AGG":{"kept":"2026-11-10","distributions":38,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":162,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.16001769}}}}}