{"schemaVersion":1,"ticker":"MAYZ","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/mayz/","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, MAYZ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/mayz/"},"benchmark":{"ticker":"SPY","name":"S&P 500 Price Index","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"MAYZ","b":"SPY","window":{"from":"2021-05-14","to":"2026-10-23","firstReturn":"2021-05-21","weeklyReturns":284,"years":5.44,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03609912,"perWeek":0.0006942138,"days":1361,"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":0.60058324,"b":0.96362089,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.08994118,"b":0.13151012,"edge":"SPY","lead":"SPY"},"price":{"a":0.4586647,"b":0.82430746,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.11497783,"b":0.15782308,"edge":"MAYZ","lead":"MAYZ"},"downsideDeviation":{"a":0.0768623,"b":0.10538735,"edge":"MAYZ","lead":"MAYZ"},"maxDrawdown":{"a":-0.18812269,"b":-0.23927987,"edge":"MAYZ","lead":"MAYZ","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.05667427,"b":0.10000954,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.49291476,"b":0.63368132,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.73734811,"b":0.94897099,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.47809853,"b":0.54960795,"edge":"SPY","lead":"SPY"}},"relative":{"MAYZ":{"on":"SPY","beta":0.7209237,"r2":0.97924508,"alpha":-0.01542497,"alphaT":-2.1640256,"alphaLow":-0.02945563,"alphaHigh":-0.00139432,"upsideCapture":0.6404825,"downsideCapture":0.81873042,"treynor":0.07861341,"trackingError":0.04705648,"informationRatio":-0.92092035,"upWeeks":158,"downWeeks":126,"treynorReference":0.10000954,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"SPY","lead":"SPY"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"MAYZ","lead":"MAYZ"},"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":{"MAYZ":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":284,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.60058324}},"SPY":{"kept":"2026-10-26","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":284,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.96362089}}}}