{"schemaVersion":1,"ticker":"AAA","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/aaa/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, AAA against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/aaa/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"Bloomberg US Universal Bond Index","namedIn":"its shareholder report","status":"priced","via":"IUSB","r2":0.0119,"oneYear":{"from":"2025-11-07","to":"2026-11-09","fund":3.55390212,"ref":0.4089688,"gap":3.14493332}},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"IUSB","name":"Bloomberg US Universal Bond Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"AAA","b":"IUSB","window":{"from":"2020-09-18","to":"2026-11-06","firstReturn":"2020-09-25","weeklyReturns":320,"years":6.13,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.03236454,"perWeek":0.0006223949,"days":1534,"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":0.28153876,"b":0.01065394,"edge":"AAA","lead":"AAA"},"annualised":{"a":0.04113347,"b":0.00172359,"edge":"AAA","lead":"AAA"},"price":{"a":-0.00580581,"b":-0.17556412,"edge":"AAA","lead":"AAA"},"volatility":{"a":0.01503465,"b":0.05192539,"edge":"AAA","lead":"AAA"},"downsideDeviation":{"a":0.01035375,"b":0.03873446,"edge":"AAA","lead":"AAA"},"maxDrawdown":{"a":-0.02531055,"b":-0.17727906,"edge":"AAA","lead":"AAA","aPeak":"2022-02-18","aTrough":"2022-07-22","bPeak":"2020-12-31","bTrough":"2022-10-21"},"excess":{"a":0.00807375,"b":-0.02929911,"edge":"AAA","lead":"AAA"},"sharpe":{"a":0.53700943,"b":-0.56425388,"edge":"AAA","lead":"AAA"},"sortino":{"a":0.7797898,"b":-0.75640936,"edge":"AAA","lead":"AAA"},"calmar":{"a":1.62515124,"b":0.00972248,"edge":"AAA","lead":"AAA"}},"relative":{"AAA":{"on":"IUSB","beta":0.05229579,"r2":0.03262168,"alpha":0.00960597,"alphaT":1.60402665,"alphaLow":-0.00217643,"alphaHigh":0.02138837,"upsideCapture":0.15786071,"downsideCapture":-0.10834076,"treynor":0.15438622,"trackingError":0.05138368,"informationRatio":0.72732926,"upWeeks":163,"downWeeks":152,"treynorReference":-0.02929911,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IUSB","lead":"IUSB"},"downsideCapture":{"edge":"AAA","lead":"AAA"},"treynor":{"edge":"AAA","lead":"AAA"},"informationRatio":{"edge":null,"lead":"AAA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AAA":{"kept":"2026-11-10","distributions":74,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":320,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.28153876}},"IUSB":{"kept":"2026-11-10","distributions":74,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":320,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.01065394}}}}}