{"schemaVersion":1,"ticker":"ISPY","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ispy/","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, ISPY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ispy/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":81.0,"date":"2026-10-07","url":"https://www.proshares.com/globalassets/proshares/documents/19a1/2026-10-01-ispy_19a-1.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":83.7,"from":"2025-11-07","to":"2026-10-07","notices":12,"distributions":12,"full":false}},"kind":"benchmark","a":"ISPY","b":"SPY","window":{"from":"2023-12-29","to":"2026-10-23","firstReturn":"2024-01-05","weeklyReturns":147,"years":2.82,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0439054,"perWeek":0.0008443346,"days":704,"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":0.49935289,"b":0.65115842,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.15404966,"b":0.1941006,"edge":"SPY","lead":"SPY"},"price":{"a":0.1759901,"b":0.59889335,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.12837863,"b":0.14143376,"edge":"ISPY (slight)","lead":"ISPY"},"downsideDeviation":{"a":0.08822794,"b":0.09221068,"edge":"ISPY (slight)","lead":"ISPY"},"maxDrawdown":{"a":-0.15563602,"b":-0.16877308,"edge":"ISPY (slight)","lead":"ISPY","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.10780616,"b":0.14375424,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.83975162,"b":1.01640683,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.22190496,"b":1.55897608,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.98980721,"b":1.15006849,"edge":"SPY","lead":"SPY"}},"relative":{"ISPY":{"on":"SPY","beta":0.88845,"r2":0.95804678,"alpha":-0.0199123,"alphaT":-1.25634754,"alphaLow":-0.0512379,"alphaHigh":0.01141331,"upsideCapture":0.85636155,"downsideCapture":0.96612661,"treynor":0.12134184,"trackingError":0.03066506,"informationRatio":-1.17228157,"upWeeks":85,"downWeeks":62,"treynorReference":0.14375424,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"ISPY (slight)","lead":"ISPY"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ISPY":{"kept":"2026-10-26","distributions":33,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":147,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.49935289}},"SPY":{"kept":"2026-10-26","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":147,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.65115842}}}}