{"schemaVersion":1,"ticker":"SOXY","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/soxy/","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, SOXY against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/soxy/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":94.77,"date":"2026-09-03","url":"https://yieldmaxetfs.com/our-etfs/soxy/"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":50.2,"from":"2025-11-06","to":"2026-09-03","notices":10,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":0.0,"fiscalYearEnd":"2026-07-31","filed":"2026-10-07","url":"https://www.sec.gov/Archives/edgar/data/1924868/000199937126022354/ymax-ncsr_073126.htm"},"estimateLessFinal":{"points":58.22,"fiscalYearEnd":"2026-07-31"}},"kind":"benchmark","a":"SOXY","b":"SPY","window":{"from":"2024-12-13","to":"2026-10-30","firstReturn":"2024-12-20","weeklyReturns":98,"years":1.88,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04005043,"perWeek":0.0007702005,"days":470,"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":0.96930306,"b":0.2795375,"edge":"SOXY","lead":"SOXY"},"annualised":{"a":0.43273492,"b":0.13973436,"edge":"SOXY","lead":"SOXY"},"price":{"a":0.58013544,"b":0.25075719,"edge":"SOXY","lead":"SOXY"},"volatility":{"a":0.32888268,"b":0.14954872,"edge":"SPY","lead":"SPY"},"downsideDeviation":{"a":0.21487604,"b":0.09966737,"edge":"SPY","lead":"SPY"},"maxDrawdown":{"a":-0.28312648,"b":-0.16877308,"edge":"SPY","lead":"SPY","aPeak":"2025-01-24","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.37462587,"b":0.10202959,"edge":"SOXY","lead":"SOXY"},"sharpe":{"a":1.13908664,"b":0.68224983,"edge":"SOXY","lead":"SOXY"},"sortino":{"a":1.74345113,"b":1.02370107,"edge":"SOXY","lead":"SOXY"},"calmar":{"a":1.52841559,"b":0.82794226,"edge":"SOXY","lead":"SOXY"}},"relative":{"SOXY":{"on":"SPY","beta":1.64028548,"r2":0.55631692,"alpha":0.20726822,"alphaT":1.28635676,"alphaLow":-0.11256853,"alphaHigh":0.52710496,"upsideCapture":2.87452434,"downsideCapture":1.28579561,"treynor":0.22839065,"trackingError":0.23908003,"informationRatio":1.14018841,"upWeeks":53,"downWeeks":45,"treynorReference":0.10202959,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SOXY","lead":"SOXY"},"downsideCapture":{"edge":"SPY","lead":"SPY"},"treynor":{"edge":"SOXY","lead":"SOXY"},"informationRatio":{"edge":null,"lead":"SOXY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SOXY":{"kept":"2026-11-01","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2026-04-08","amount":0.6541,"vendor":0.620977},{"ex":"2026-05-06","amount":0.8297,"vendor":0.791189}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":98,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.96930306}},"SPY":{"kept":"2026-11-01","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":98,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.2795375}}}}