{"schemaVersion":1,"ticker":"QMMY","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qmmy/","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, QMMY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/qmmy/"},"benchmark":{"ticker":"QQQ","name":"Invesco QQQ Trust, Series 1","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"QMMY","b":"QQQ","window":{"from":"2024-05-31","to":"2026-10-23","firstReturn":"2024-06-07","weeklyReturns":125,"years":2.4,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04216093,"perWeek":0.0008107872,"days":599,"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":0.32313096,"b":0.58325879,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":0.12353544,"b":0.21063603,"edge":"QQQ","lead":"QQQ"},"price":{"a":0.32313096,"b":0.56286748,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":0.10408619,"b":0.20302791,"edge":"QMMY","lead":"QMMY"},"downsideDeviation":{"a":0.0657842,"b":0.1314213,"edge":"QMMY","lead":"QMMY"},"maxDrawdown":{"a":-0.11771326,"b":-0.21344135,"edge":"QMMY","lead":"QMMY","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.07979511,"b":0.16977166,"edge":"QQQ","lead":"QQQ"},"sharpe":{"a":0.7666253,"b":0.83619864,"edge":"QQQ (slight)","lead":"QQQ"},"sortino":{"a":1.21298287,"b":1.2918124,"edge":"QQQ (slight)","lead":"QQQ"},"calmar":{"a":1.04946076,"b":0.98685669,"edge":"QMMY (slight)","lead":"QMMY"}},"relative":{"QMMY":{"on":"QQQ","beta":0.47660696,"r2":0.86426316,"alpha":-0.00111925,"alphaT":-0.0447667,"alphaLow":-0.0506087,"alphaHigh":0.04837021,"upsideCapture":0.33902067,"downsideCapture":0.55551693,"treynor":0.1674233,"trackingError":0.11297112,"informationRatio":-0.79645625,"upWeeks":72,"downWeeks":53,"treynorReference":0.16977166,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"QQQ","lead":"QQQ"},"downsideCapture":{"edge":"QMMY","lead":"QMMY"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"QQQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QMMY":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":125,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.32313096}},"QQQ":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":125,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.58325879}}}}