{"schemaVersion":1,"ticker":"MAYM","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/maym/","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, MAYM against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/maym/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"MAYM","b":"SPY","window":{"from":"2025-05-30","to":"2026-10-23","firstReturn":"2025-06-06","weeklyReturns":73,"years":1.4,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03900997,"perWeek":0.0007501918,"days":351,"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":0.07789185,"b":0.31077574,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.05488288,"b":0.21260361,"edge":"SPY","lead":"SPY"},"price":{"a":0.07789185,"b":0.28941787,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.01769236,"b":0.11596853,"edge":"MAYM","lead":"MAYM"},"downsideDeviation":{"a":0.01049904,"b":0.0668148,"edge":"MAYM","lead":"MAYM"},"maxDrawdown":{"a":-0.01138004,"b":-0.08388653,"edge":"MAYM","lead":"MAYM","aPeak":"2026-02-27","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.01460128,"b":0.16070855,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.82528726,"b":1.38579456,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.39072525,"b":2.40528373,"edge":"SPY","lead":"SPY"},"calmar":{"a":4.82273267,"b":2.53441906,"edge":"MAYM","lead":"MAYM"}},"relative":{"MAYM":{"on":"SPY","beta":0.13902771,"r2":0.83044589,"alpha":-0.00774166,"alphaT":-1.22753656,"alphaLow":-0.02031679,"alphaHigh":0.00483347,"upsideCapture":0.12344173,"downsideCapture":0.10903192,"treynor":0.10502425,"trackingError":0.10011111,"informationRatio":-1.45945105,"upWeeks":43,"downWeeks":30,"treynorReference":0.16070855,"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":"MAYM","lead":"MAYM"},"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":{"MAYM":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":73,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.07789185}},"SPY":{"kept":"2026-10-26","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":73,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.31077574}}}}