{"schemaVersion":1,"ticker":"QYLG","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qylg/","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, QYLG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/qylg/"},"benchmark":{"ticker":"QQQ","name":"Nasdaq-100 (QQQ)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":93.47,"date":"2026-09-24","url":"https://assets.ctfassets.net/9gigg57dwmx9/6cOpb0KlWMZ1KbyvdNhlFW/73f27ad79ceaaca3ad63de35e0e2aefb/QYLG_Form-19a_09242026.docx"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":94.6,"from":"2026-08-27","to":"2026-09-24","notices":2,"distributions":13,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":0.0,"fiscalYearEnd":"2025-10-31","filed":"2026-01-09","url":"https://www.sec.gov/Archives/edgar/data/1432353/000093041326000081/c114720_ncsr.htm"}},"kind":"benchmark","a":"QYLG","b":"QQQ","window":{"from":"2020-10-02","to":"2026-10-23","firstReturn":"2020-10-09","weeklyReturns":316,"years":6.06,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03251341,"perWeek":0.0006252578,"days":1514,"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":1.14209484,"b":1.65959185,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":0.13355295,"b":0.174644,"edge":"QQQ","lead":"QQQ"},"price":{"a":0.06322674,"b":1.56789763,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":0.16399404,"b":0.21059984,"edge":"QYLG","lead":"QYLG"},"downsideDeviation":{"a":0.11007493,"b":0.13663858,"edge":"QYLG","lead":"QYLG"},"maxDrawdown":{"a":-0.29902564,"b":-0.3505852,"edge":"QYLG","lead":"QYLG","aPeak":"2021-11-19","aTrough":"2022-10-14","bPeak":"2021-11-19","bTrough":"2022-10-14"},"excess":{"a":0.10639352,"b":0.15073092,"edge":"QQQ","lead":"QQQ"},"sharpe":{"a":0.64876455,"b":0.71572192,"edge":"QQQ (slight)","lead":"QQQ"},"sortino":{"a":0.96655543,"b":1.10313589,"edge":"QQQ","lead":"QQQ"},"calmar":{"a":0.44662708,"b":0.49814995,"edge":"QQQ","lead":"QQQ"}},"relative":{"QYLG":{"on":"QQQ","beta":0.76166491,"r2":0.95672656,"alpha":-0.00841293,"alphaT":-0.60398299,"alphaLow":-0.03581908,"alphaHigh":0.01899322,"upsideCapture":0.6376418,"downsideCapture":0.84835096,"treynor":0.13968547,"trackingError":0.06068911,"informationRatio":-0.73056598,"upWeeks":180,"downWeeks":136,"treynorReference":0.15073092,"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":"QYLG","lead":"QYLG"},"treynor":{"edge":"QQQ (slight)","lead":"QQQ"},"informationRatio":{"edge":null,"lead":"QQQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QYLG":{"kept":"2026-10-26","distributions":74,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":316,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.14209484}},"QQQ":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":316,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.65959185}}}}