{"schemaVersion":1,"ticker":"YDEC","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ydec/","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, YDEC against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ydec/"},"benchmark":{"ticker":"EFA","name":"iShares MSCI EAFE ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"YDEC","b":"EFA","window":{"from":"2020-12-31","to":"2026-10-23","firstReturn":"2021-01-08","weeklyReturns":303,"years":5.81,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03381671,"perWeek":0.0006503214,"days":1454,"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":0.37186231,"b":0.67072416,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.05575912,"b":0.09207957,"edge":"EFA","lead":"EFA"},"price":{"a":0.37186231,"b":0.40666118,"edge":"EFA (slight)","lead":"EFA"},"volatility":{"a":0.10788473,"b":0.15916922,"edge":"YDEC","lead":"YDEC"},"downsideDeviation":{"a":0.07629007,"b":0.11111344,"edge":"YDEC","lead":"YDEC"},"maxDrawdown":{"a":-0.22849884,"b":-0.2883875,"edge":"YDEC","lead":"YDEC","aPeak":"2021-11-05","aTrough":"2022-09-30","bPeak":"2021-09-03","bTrough":"2022-09-30"},"excess":{"a":0.02627724,"b":0.06700724,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.24356776,"b":0.42098112,"edge":"EFA","lead":"EFA"},"sortino":{"a":0.34443856,"b":0.6030525,"edge":"EFA","lead":"EFA"},"calmar":{"a":0.24402365,"b":0.31929112,"edge":"EFA","lead":"EFA"}},"relative":{"YDEC":{"on":"EFA","beta":0.65075109,"r2":0.92178153,"alpha":-0.01732779,"alphaT":-1.38161387,"alphaLow":-0.04200831,"alphaHigh":0.00735273,"upsideCapture":0.53137806,"downsideCapture":0.73496104,"treynor":0.04037987,"trackingError":0.06325034,"informationRatio":-0.64394898,"upWeeks":171,"downWeeks":132,"treynorReference":0.06700724,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"YDEC","lead":"YDEC"},"treynor":{"edge":"EFA","lead":"EFA"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"YDEC":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":303,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.37186231}},"EFA":{"kept":"2026-10-26","distributions":12,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":303,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.67072416}}}}