{"schemaVersion":1,"ticker":"PBMY","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pbmy/","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, PBMY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pbmy/"},"benchmark":{"ticker":"SPY","name":"SPDR S&P 500 ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"PBMY","b":"SPY","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":0.25193669,"b":0.50212077,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.09557682,"b":0.17974011,"edge":"SPY","lead":"SPY"},"price":{"a":0.25097091,"b":0.45912372,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06170204,"b":0.14612089,"edge":"PBMY","lead":"PBMY"},"downsideDeviation":{"a":0.04220547,"b":0.09531683,"edge":"PBMY","lead":"PBMY"},"maxDrawdown":{"a":-0.06980752,"b":-0.16877308,"edge":"PBMY","lead":"PBMY","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.05082679,"b":0.13375073,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.82374566,"b":0.91534292,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.20427006,"b":1.40322257,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.36914799,"b":1.06498094,"edge":"PBMY","lead":"PBMY"}},"relative":{"PBMY":{"on":"SPY","beta":0.3707303,"r2":0.77080017,"alpha":0.00124134,"alphaT":0.0651437,"alphaLow":-0.03646873,"alphaHigh":0.0389514,"upsideCapture":0.27163261,"downsideCapture":0.33843582,"treynor":0.13709909,"trackingError":0.09657794,"informationRatio":-0.85862199,"upWeeks":73,"downWeeks":55,"treynorReference":0.13375073,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"PBMY","lead":"PBMY"},"treynor":{"edge":"PBMY (slight)","lead":"PBMY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PBMY":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":128,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.25193669}},"SPY":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":128,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.50212077}}}}