{"schemaVersion":1,"ticker":"SNOY","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/snoy/","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, SNOY against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/snoy/"},"benchmark":{"ticker":"SNOW","name":"Snowflake (SNOW)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":97.9,"date":"2026-10-30","url":"https://yieldmaxetfs.com/our-etfs/snoy/"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":64.1,"from":"2025-11-07","to":"2026-10-30","notices":43,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":26.18,"fiscalYearEnd":"2025-10-31","filed":"2026-03-06","url":"https://www.sec.gov/Archives/edgar/data/1924868/000199937126005229/yieldmax_ncsra-103125.htm"}},"kind":"benchmark","a":"SNOY","b":"SNOW","window":{"from":"2024-06-21","to":"2026-10-30","firstReturn":"2024-06-28","weeklyReturns":123,"years":2.36,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04187407,"perWeek":0.0008052705,"days":590,"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":1.16292427,"b":1.39499218,"edge":"SNOW","lead":"SNOW"},"annualised":{"a":0.38561789,"b":0.44662579,"edge":"SNOW","lead":"SNOW"},"price":{"a":-0.52279255,"b":1.39499218,"edge":"SNOW","lead":"SNOW"},"volatility":{"a":0.48922594,"b":0.58666283,"edge":"SNOY","lead":"SNOY"},"downsideDeviation":{"a":0.26535481,"b":0.3105086,"edge":"SNOY","lead":"SNOY"},"maxDrawdown":{"a":-0.49978262,"b":-0.55940774,"edge":"SNOY","lead":"SNOY","aPeak":"2025-10-31","aTrough":"2026-04-10","bPeak":"2025-10-31","bTrough":"2026-04-10"},"excess":{"a":0.39462066,"b":0.48522607,"edge":"SNOW","lead":"SNOW"},"sharpe":{"a":0.80662252,"b":0.82709531,"edge":"SNOW (slight)","lead":"SNOW"},"sortino":{"a":1.48714346,"b":1.56268158,"edge":"SNOW (slight)","lead":"SNOW"},"calmar":{"a":0.77157123,"b":0.79839044,"edge":"SNOW (slight)","lead":"SNOW"}},"relative":{"SNOY":{"on":"SNOW","beta":0.82260219,"r2":0.97305617,"alpha":-0.00452737,"alphaT":-0.08578458,"alphaLow":-0.10901142,"alphaHigh":0.09995668,"upsideCapture":0.53314974,"downsideCapture":0.93262138,"treynor":0.47972236,"trackingError":0.1314531,"informationRatio":-0.68926037,"upWeeks":65,"downWeeks":58,"treynorReference":0.48522607,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SNOW","lead":"SNOW"},"downsideCapture":{"edge":"SNOY (slight)","lead":"SNOY"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SNOW","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SNOY":{"kept":"2026-11-01","distributions":72,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2025-12-04","amount":0.27,"vendor":0.295494},{"ex":"2026-04-09","amount":0.095,"vendor":0.106797},{"ex":"2026-05-28","amount":0.1565,"vendor":0.115207},{"ex":"2026-09-03","amount":0.1387,"vendor":0.121968}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":123,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.16292427}},"SNOW":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":123,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.39499218}}}}