{"schemaVersion":1,"ticker":"SOXX","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/soxx/","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, SOXX against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/soxx/"},"benchmark":{"ticker":"PBUS","name":"MSCI USA Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SOXX","b":"PBUS","window":{"from":"2017-09-29","to":"2026-10-23","firstReturn":"2017-10-06","weeklyReturns":473,"years":9.07,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02692988,"perWeek":0.0005178822,"days":2266,"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":8.83591981,"b":2.48349204,"edge":"SOXX","lead":"SOXX"},"annualised":{"a":0.28572083,"b":0.14706295,"edge":"SOXX","lead":"SOXX"},"price":{"a":8.04710853,"b":2.04354774,"edge":"SOXX","lead":"SOXX"},"volatility":{"a":0.32130267,"b":0.17848863,"edge":"PBUS","lead":"PBUS"},"downsideDeviation":{"a":0.21133407,"b":0.12430012,"edge":"PBUS","lead":"PBUS"},"maxDrawdown":{"a":-0.44436073,"b":-0.31606953,"edge":"PBUS","lead":"PBUS","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.27658217,"b":0.12648366,"edge":"SOXX","lead":"SOXX"},"sharpe":{"a":0.86081505,"b":0.70863704,"edge":"SOXX","lead":"SOXX"},"sortino":{"a":1.30874386,"b":1.01756664,"edge":"SOXX","lead":"SOXX"},"calmar":{"a":0.64299296,"b":0.46528671,"edge":"SOXX","lead":"SOXX"}},"relative":{"SOXX":{"on":"PBUS","beta":1.37951712,"r2":0.58728195,"alpha":0.1020958,"alphaT":1.48300917,"alphaLow":-0.03318294,"alphaHigh":0.23737455,"upsideCapture":2.12418674,"downsideCapture":1.23435559,"treynor":0.20049202,"trackingError":0.21724584,"informationRatio":0.6909155,"upWeeks":262,"downWeeks":193,"treynorReference":0.12648366,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SOXX","lead":"SOXX"},"downsideCapture":{"edge":"PBUS","lead":"PBUS"},"treynor":{"edge":"SOXX","lead":"SOXX"},"informationRatio":{"edge":null,"lead":"SOXX","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SOXX":{"kept":"2026-10-26","distributions":37,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2022-03-24","amount":0.875171,"vendor":0.83319},{"ex":"2026-06-15","amount":0.282726,"vendor":0.268119}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":473,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.83591981}},"PBUS":{"kept":"2026-10-26","distributions":37,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":473,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.48349204}}}}