{"schemaVersion":1,"ticker":"SHY","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/shy/","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, SHY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/shy/"},"benchmark":{"ticker":"BBSB","name":"ICE U.S. Treasury 1-3 Year Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SHY","b":"BBSB","window":{"from":"2023-04-28","to":"2026-10-23","firstReturn":"2023-05-05","weeklyReturns":182,"years":3.49,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04586445,"perWeek":0.0008820086,"days":872,"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":0.12699553,"b":0.13118342,"edge":"BBSB (slight)","lead":"BBSB"},"annualised":{"a":0.03474875,"b":0.0358459,"edge":"BBSB (slight)","lead":"BBSB"},"price":{"a":-0.00827452,"b":-0.02437101,"edge":"SHY","lead":"SHY"},"volatility":{"a":0.01580766,"b":0.01590997,"edge":"Tie"},"downsideDeviation":{"a":0.01160143,"b":0.01162703,"edge":"Tie"},"maxDrawdown":{"a":-0.01226541,"b":-0.01202278,"edge":"Tie","aPeak":"2023-05-05","aTrough":"2023-07-07","bPeak":"2023-05-05","bTrough":"2023-07-07"},"excess":{"a":-0.01157048,"b":-0.01050842,"edge":"BBSB (slight)","lead":"BBSB"},"sharpe":{"a":-0.731954,"b":-0.66049239,"edge":"BBSB (slight)","lead":"BBSB"},"sortino":{"a":-0.99733227,"b":-0.90379184,"edge":"BBSB (slight)","lead":"BBSB"},"calmar":{"a":2.83306952,"b":2.98149757,"edge":"BBSB (slight)","lead":"BBSB"}},"relative":{"SHY":{"on":"BBSB","beta":0.98178029,"r2":0.97641022,"alpha":-0.00125352,"alphaT":-0.95920206,"alphaLow":-0.00383222,"alphaHigh":0.00132517,"upsideCapture":0.97875304,"downsideCapture":0.99768455,"treynor":-0.0117852,"trackingError":0.00244514,"informationRatio":-0.43435782,"upWeeks":116,"downWeeks":65,"treynorReference":-0.01050842,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"BBSB (slight)","lead":"BBSB"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"BBSB","lead":"BBSB"},"informationRatio":{"edge":null,"lead":"BBSB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SHY":{"kept":"2026-10-26","distributions":42,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":182,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12699553}},"BBSB":{"kept":"2026-10-26","distributions":42,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":182,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.13118342}}}}