{"schemaVersion":1,"ticker":"PMMY","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pmmy/","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, PMMY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pmmy/"},"benchmark":{"ticker":"SPY","name":"SPDR S&P 500 ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"PMMY","b":"SPY","window":{"from":"2025-05-09","to":"2026-10-23","firstReturn":"2025-05-16","weeklyReturns":76,"years":1.46,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03918877,"perWeek":0.0007536301,"days":365,"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":0.08624871,"b":0.36895863,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.0582376,"b":0.23970883,"edge":"SPY","lead":"SPY"},"price":{"a":0.08624871,"b":0.34665273,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.01267724,"b":0.12367964,"edge":"PMMY","lead":"PMMY"},"downsideDeviation":{"a":0.00694447,"b":0.06897472,"edge":"PMMY","lead":"PMMY"},"maxDrawdown":{"a":-0.00320015,"b":-0.08388653,"edge":"PMMY","lead":"PMMY","aPeak":"2026-05-29","aTrough":"2026-06-26","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.01752608,"b":0.18361846,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.38248378,"b":1.48462963,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":2.52374608,"b":2.66211258,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":18.19839908,"b":2.85753678,"edge":"PMMY","lead":"PMMY"}},"relative":{"PMMY":{"on":"SPY","beta":0.08969522,"r2":0.76574712,"alpha":0.00105639,"alphaT":0.20244787,"alphaLow":-0.00934083,"alphaHigh":0.0114536,"upsideCapture":0.09419365,"downsideCapture":0.03100724,"treynor":0.19539596,"trackingError":0.11275324,"informationRatio":-1.47306081,"upWeeks":45,"downWeeks":31,"treynorReference":0.18361846,"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":"PMMY","lead":"PMMY"},"treynor":{"edge":"PMMY (slight)","lead":"PMMY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PMMY":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":76,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.08624871}},"SPY":{"kept":"2026-10-26","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":76,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.36895863}}}}