{"schemaVersion":1,"ticker":"PMFB","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pmfb/","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, PMFB against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pmfb/"},"benchmark":{"ticker":"SPY","name":"SPDR S&P 500 ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"PMFB","b":"SPY","window":{"from":"2025-02-14","to":"2026-10-23","firstReturn":"2025-02-21","weeklyReturns":88,"years":1.69,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03972033,"perWeek":0.0007638525,"days":423,"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":0.1064169,"b":0.27092128,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.06157827,"b":0.15219147,"edge":"SPY","lead":"SPY"},"price":{"a":0.1064169,"b":0.24646547,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.02615927,"b":0.15341061,"edge":"PMFB","lead":"PMFB"},"downsideDeviation":{"a":0.0168872,"b":0.10239089,"edge":"PMFB","lead":"PMFB"},"maxDrawdown":{"a":-0.02670387,"b":-0.16877308,"edge":"PMFB","lead":"PMFB","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.02040864,"b":0.11383445,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.78016876,"b":0.74202459,"edge":"PMFB (slight)","lead":"PMFB"},"sortino":{"a":1.20852727,"b":1.11176346,"edge":"PMFB (slight)","lead":"PMFB"},"calmar":{"a":2.3059682,"b":0.90175208,"edge":"PMFB","lead":"PMFB"}},"relative":{"PMFB":{"on":"SPY","beta":0.16299752,"r2":0.91373807,"alpha":0.00185391,"alphaT":0.31043395,"alphaLow":-0.01001802,"alphaHigh":0.01372584,"upsideCapture":0.1432873,"downsideCapture":0.15946368,"treynor":0.12520829,"trackingError":0.12863471,"informationRatio":-0.72628765,"upWeeks":49,"downWeeks":39,"treynorReference":0.11383445,"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":"PMFB","lead":"PMFB"},"treynor":{"edge":"PMFB (slight)","lead":"PMFB"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PMFB":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":88,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.1064169}},"SPY":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":88,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.27092128}}}}