{"schemaVersion":1,"ticker":"SKYY","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/skyy/","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, SKYY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/skyy/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SKYY","b":"VOO","window":{"from":"2011-07-15","to":"2026-10-23","firstReturn":"2011-07-22","weeklyReturns":797,"years":15.27,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01675992,"perWeek":0.0003223062,"days":3820,"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":7.82638452,"b":6.60880827,"edge":"SKYY","lead":"SKYY"},"annualised":{"a":0.1526761,"b":0.14156649,"edge":"SKYY (slight)","lead":"SKYY"},"price":{"a":7.53007136,"b":4.79926947,"edge":"SKYY","lead":"SKYY"},"volatility":{"a":0.24309662,"b":0.16099811,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.16237698,"b":0.11129368,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.52457534,"b":-0.31777419,"edge":"VOO","lead":"VOO","aPeak":"2021-11-12","aTrough":"2023-01-06","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.15502012,"b":0.12885065,"edge":"SKYY","lead":"SKYY"},"sharpe":{"a":0.6376893,"b":0.80032397,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.95469267,"b":1.15775351,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.29104704,"b":0.44549398,"edge":"VOO","lead":"VOO"}},"relative":{"SKYY":{"on":"VOO","beta":1.19889572,"r2":0.63044402,"alpha":0.00054163,"alphaT":0.01425189,"alphaLow":-0.07405789,"alphaHigh":0.07514114,"upsideCapture":1.40844708,"downsideCapture":1.17518823,"treynor":0.12930242,"trackingError":0.15121067,"informationRatio":0.17306628,"upWeeks":470,"downWeeks":326,"treynorReference":0.12885065,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SKYY","lead":"SKYY"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SKYY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SKYY":{"kept":"2026-10-26","distributions":36,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":797,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.82638452}},"VOO":{"kept":"2026-10-26","distributions":61,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":797,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":6.60880827}}}}