{"schemaVersion":1,"ticker":"SEMY","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/semy/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","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, SEMY against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/semy/"},"benchmark":{"ticker":"SOXX","name":"iShares Semiconductor ETF (SOXX)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":97.97,"date":"2026-09-22","url":"https://graniteshares.com/media/bb5f5sdk/graniteshares-yieldboost-semiconductor-etf-19-a-notice-09182026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":84.5,"from":"2025-12-02","to":"2026-09-22","notices":27,"distributions":50,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":52.97,"fiscalYearEnd":"2026-06-30","filed":"2026-09-04","url":"https://www.sec.gov/Archives/edgar/data/1689873/000149315226041612/formn-csr.htm"}},"kind":"benchmark","a":"SEMY","b":"SOXX","window":{"from":"2025-11-28","to":"2026-10-30","firstReturn":"2025-12-05","weeklyReturns":48,"years":0.92,"short":true,"weekEnding":"2026-11-01","cumulativeOnly":"48 weekly returns, 2025-11-28 to 2026-10-30: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03785431,"perWeek":0.0007279675,"days":232,"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":0.24533159,"b":0.594034,"edge":"SOXX","lead":"SOXX"},"annualised":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"price":{"a":-0.53397559,"b":0.58896677,"edge":"SOXX","lead":"SOXX"},"volatility":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.11044551,"b":-0.26215149,"edge":"SEMY","lead":"SEMY","aPeak":"2026-06-18","aTrough":"2026-10-23","bPeak":"2026-06-18","bTrough":"2026-10-30"},"excess":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"48 weekly returns, under the 52 an annualised number needs"}},"relative":{"SEMY":{"on":"SOXX","beta":0.34226838,"r2":0.61504825,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":32,"downWeeks":16,"absent":"48 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true}}}},"sources":{"SEMY":{"kept":"2026-11-01","distributions":48,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2025-12-12","amount":0.61408,"vendor":0.662404},{"ex":"2026-02-06","amount":0.50015,"vendor":0.480062}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":48,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.24533159}},"SOXX":{"kept":"2026-11-01","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2026-06-15","amount":0.282726,"vendor":0.268119}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":48,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.594034}}}}