{"schemaVersion":1,"ticker":"NYYY","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/nyyy/","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, NYYY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/nyyy/"},"benchmark":{"ticker":"NVDA","name":"NVIDIA (NVDA)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate","status":"not-read"},"final":{"label":"annual report (Form N-CSR), final tax character","status":"none-yet"}},"kind":"benchmark","a":"NYYY","b":"NVDA","window":{"from":"2026-05-22","to":"2026-10-23","firstReturn":"2026-05-29","weeklyReturns":22,"years":0.42,"short":true,"weekEnding":"2026-10-25","cumulativeOnly":"22 weekly returns, 2026-05-22 to 2026-10-23: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03892075,"perWeek":0.0007484761,"days":106,"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":-0.01974425,"b":-0.01805136,"edge":"NVDA (slight)","lead":"NVDA"},"annualised":{"a":null,"b":null,"absent":"22 weekly returns, under the 52 an annualised number needs"},"price":{"a":-0.10967474,"b":-0.02029443,"edge":"NVDA","lead":"NVDA"},"volatility":{"a":null,"b":null,"absent":"22 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"22 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.10109745,"b":-0.10486172,"edge":"NYYY (slight)","lead":"NYYY","aPeak":"2026-05-22","aTrough":"2026-06-26","bPeak":"2026-05-22","bTrough":"2026-06-26"},"excess":{"a":null,"b":null,"absent":"22 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"22 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"22 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"22 weekly returns, under the 52 an annualised number needs"}},"relative":{"NYYY":{"on":"NVDA","beta":0.96962047,"r2":0.99485824,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":12,"downWeeks":10,"absent":"22 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true}}}},"sources":{"NYYY":{"kept":"2026-10-26","distributions":22,"addedFromRecord":[],"notInVendorSeries":[{"ex":"2026-10-21","amount":0.4499}],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":22,"beyond":1,"tolerance":0.0005,"worst":0.010236,"vendorTotal":-0.02994591}},"NVDA":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":22,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.01805136}}}}