{"schemaVersion":1,"ticker":"YMAR","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ymar/","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, YMAR against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ymar/"},"benchmark":{"ticker":"EFA","name":"iShares MSCI EAFE ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"YMAR","b":"EFA","window":{"from":"2021-04-01","to":"2026-10-23","firstReturn":"2021-04-09","weeklyReturns":290,"years":5.56,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03529986,"perWeek":0.0006788434,"days":1392,"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":0.428301,"b":0.58594893,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.06600878,"b":0.08621032,"edge":"EFA","lead":"EFA"},"price":{"a":0.428301,"b":0.33528493,"edge":"YMAR","lead":"YMAR"},"volatility":{"a":0.09787271,"b":0.15937624,"edge":"YMAR","lead":"YMAR"},"downsideDeviation":{"a":0.06767634,"b":0.11158266,"edge":"YMAR","lead":"YMAR"},"maxDrawdown":{"a":-0.22030402,"b":-0.2883875,"edge":"YMAR","lead":"YMAR","aPeak":"2021-09-03","aTrough":"2022-09-30","bPeak":"2021-09-03","bTrough":"2022-09-30"},"excess":{"a":0.03343321,"b":0.06015833,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.34159894,"b":0.37746109,"edge":"EFA (slight)","lead":"EFA"},"sortino":{"a":0.49401625,"b":0.53913687,"edge":"EFA (slight)","lead":"EFA"},"calmar":{"a":0.29962584,"b":0.29893918,"edge":"Tie"}},"relative":{"YMAR":{"on":"EFA","beta":0.57927951,"r2":0.88981616,"alpha":-0.00141527,"alphaT":-0.1025578,"alphaLow":-0.02857648,"alphaHigh":0.02574593,"upsideCapture":0.50330537,"downsideCapture":0.67764289,"treynor":0.05771516,"trackingError":0.07450868,"informationRatio":-0.35868462,"upWeeks":162,"downWeeks":128,"treynorReference":0.06015833,"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":"YMAR","lead":"YMAR"},"treynor":{"edge":"EFA (slight)","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":{"YMAR":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":290,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.428301}},"EFA":{"kept":"2026-10-26","distributions":12,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":290,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.58594893}}}}