{"schemaVersion":1,"ticker":"XMAY","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xmay/","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, XMAY against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xmay/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"XMAY","b":"SPY","window":{"from":"2024-05-31","to":"2026-10-30","firstReturn":"2024-06-07","weeklyReturns":126,"years":2.41,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04215281,"perWeek":0.000810631,"days":604,"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":0.2433457,"b":0.47522488,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.0940519,"b":0.17405251,"edge":"SPY","lead":"SPY"},"price":{"a":0.2433457,"b":0.43299771,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06223489,"b":0.14706194,"edge":"XMAY","lead":"XMAY"},"downsideDeviation":{"a":0.04313487,"b":0.09609063,"edge":"XMAY","lead":"XMAY"},"maxDrawdown":{"a":-0.07115185,"b":-0.16877308,"edge":"XMAY","lead":"XMAY","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.04974594,"b":0.12931538,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.79932567,"b":0.879326,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.15326519,"b":1.34576476,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.3218476,"b":1.03128127,"edge":"XMAY","lead":"XMAY"}},"relative":{"XMAY":{"on":"SPY","beta":0.38211768,"r2":0.815318,"alpha":0.00033225,"alphaT":0.01911718,"alphaLow":-0.03406665,"alphaHigh":0.03473115,"upsideCapture":0.27699006,"downsideCapture":0.35147169,"treynor":0.13018487,"trackingError":0.09472124,"informationRatio":-0.84003802,"upWeeks":72,"downWeeks":54,"treynorReference":0.12931538,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"XMAY","lead":"XMAY"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XMAY":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":126,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.2433457}},"SPY":{"kept":"2026-11-01","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":126,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.47522488}}}}