{"schemaVersion":1,"ticker":"IMAY","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/imay/","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, IMAY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/imay/"},"benchmark":{"ticker":"EFA","name":"EFA","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"IMAY","b":"EFA","window":{"from":"2024-05-10","to":"2026-10-23","firstReturn":"2024-05-17","weeklyReturns":128,"years":2.45,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04242985,"perWeek":0.0008159587,"days":613,"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":0.23918465,"b":0.38634123,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.09102954,"b":0.14191754,"edge":"EFA","lead":"EFA"},"price":{"a":0.23918465,"b":0.27744586,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.09154816,"b":0.15261208,"edge":"IMAY","lead":"IMAY"},"downsideDeviation":{"a":0.06452101,"b":0.10907589,"edge":"IMAY","lead":"IMAY"},"maxDrawdown":{"a":-0.08049828,"b":-0.11188081,"edge":"IMAY","lead":"IMAY","aPeak":"2025-03-07","aTrough":"2025-04-04","bPeak":"2026-02-27","bTrough":"2026-03-20"},"excess":{"a":0.04894022,"b":0.10211802,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.53458446,"b":0.66913461,"edge":"EFA","lead":"EFA"},"sortino":{"a":0.758516,"b":0.93621077,"edge":"EFA","lead":"EFA"},"calmar":{"a":1.13082589,"b":1.26847077,"edge":"EFA","lead":"EFA"}},"relative":{"IMAY":{"on":"EFA","beta":0.57711924,"r2":0.92557093,"alpha":-0.00999405,"alphaT":-0.62263159,"alphaLow":-0.04175913,"alphaHigh":0.02177102,"upsideCapture":0.49569778,"downsideCapture":0.67211256,"treynor":0.08480089,"trackingError":0.06920103,"informationRatio":-0.76845392,"upWeeks":78,"downWeeks":50,"treynorReference":0.10211802,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"IMAY","lead":"IMAY"},"treynor":{"edge":"EFA","lead":"EFA"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IMAY":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":128,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.23918465}},"EFA":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":128,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.38634123}}}}