{"schemaVersion":1,"ticker":"RYLD","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ryld/","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, RYLD against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ryld/"},"benchmark":{"ticker":"IWM","name":"Russell 2000 (IWM)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-09-24","url":"https://assets.ctfassets.net/9gigg57dwmx9/YOqyRX0prMF9YDM9u2R91/fa3246119c110f2f1cc1c6ca7975f167/RYLD_Form-19a_09242026.docx"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":100.0,"from":"2026-08-27","to":"2026-09-24","notices":2,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":91.2,"fiscalYearEnd":"2025-10-31","filed":"2026-01-09","url":"https://www.sec.gov/Archives/edgar/data/1432353/000093041326000081/c114720_ncsr.htm"}},"kind":"benchmark","a":"RYLD","b":"IWM","window":{"from":"2019-05-03","to":"2026-10-23","firstReturn":"2019-05-10","weeklyReturns":390,"years":7.47,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02849679,"perWeek":0.0005480152,"days":1870,"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":0.45438182,"b":0.88574494,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.05121236,"b":0.08825597,"edge":"IWM","lead":"IWM"},"price":{"a":-0.4,"b":0.71774746,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.15407413,"b":0.24561764,"edge":"RYLD","lead":"RYLD"},"downsideDeviation":{"a":0.12586716,"b":0.17005423,"edge":"RYLD","lead":"RYLD"},"maxDrawdown":{"a":-0.38144554,"b":-0.40024842,"edge":"RYLD (slight)","lead":"RYLD","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.03383817,"b":0.08644156,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.21962268,"b":0.35193548,"edge":"IWM","lead":"IWM"},"sortino":{"a":0.26884037,"b":0.50831761,"edge":"IWM","lead":"IWM"},"calmar":{"a":0.13425864,"b":0.22050299,"edge":"IWM","lead":"IWM"}},"relative":{"RYLD":{"on":"IWM","beta":0.53683334,"r2":0.73238359,"alpha":-0.01256654,"alphaT":-0.43070838,"alphaLow":-0.06993025,"alphaHigh":0.04479718,"upsideCapture":0.33143328,"downsideCapture":0.62804774,"treynor":0.06303292,"trackingError":0.13890527,"informationRatio":-0.37869974,"upWeeks":205,"downWeeks":185,"treynorReference":0.08644156,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM","lead":"IWM"},"downsideCapture":{"edge":"RYLD","lead":"RYLD"},"treynor":{"edge":"IWM","lead":"IWM"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"RYLD":{"kept":"2026-10-26","distributions":90,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":390,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.45438182}},"IWM":{"kept":"2026-10-26","distributions":30,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":390,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.88574494}}}}