{"schemaVersion":1,"ticker":"RYLG","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/rylg/","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, RYLG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/rylg/"},"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/9gigg57dwmx9/4NyTv7XRusTwEcKA5mxbws/4f44f3f659d4c67c0c0888575195c50e/RYLG_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":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":"RYLG","b":"IWM","window":{"from":"2022-10-14","to":"2026-10-23","firstReturn":"2022-10-21","weeklyReturns":210,"years":4.02,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04587654,"perWeek":0.0008822412,"days":1006,"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":0.51492006,"b":0.73634442,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.10832704,"b":0.14640589,"edge":"IWM","lead":"IWM"},"price":{"a":-0.0696004,"b":0.65307835,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.14859556,"b":0.19798727,"edge":"RYLG","lead":"RYLG"},"downsideDeviation":{"a":0.10595583,"b":0.1319521,"edge":"RYLG","lead":"RYLG"},"maxDrawdown":{"a":-0.19092889,"b":-0.24692832,"edge":"RYLG","lead":"RYLG","aPeak":"2024-11-29","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.06813649,"b":0.11044165,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.4585365,"b":0.55782199,"edge":"IWM","lead":"IWM"},"sortino":{"a":0.64306501,"b":0.83698291,"edge":"IWM","lead":"IWM"},"calmar":{"a":0.56736853,"b":0.59290844,"edge":"IWM (slight)","lead":"IWM"}},"relative":{"RYLG":{"on":"IWM","beta":0.73450858,"r2":0.95775985,"alpha":-0.01298385,"alphaT":-0.84976699,"alphaLow":-0.04310602,"alphaHigh":0.01713831,"upsideCapture":0.60428331,"downsideCapture":0.81785828,"treynor":0.09276472,"trackingError":0.0607919,"informationRatio":-0.69590132,"upWeeks":114,"downWeeks":96,"treynorReference":0.11044165,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM","lead":"IWM"},"downsideCapture":{"edge":"RYLG","lead":"RYLG"},"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":{"RYLG":{"kept":"2026-10-26","distributions":50,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":210,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.51492006}},"IWM":{"kept":"2026-10-26","distributions":16,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":210,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.73634442}}}}