{"schemaVersion":1,"ticker":"AAVM","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/aavm/","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, AAVM against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/aavm/"},"benchmark":{"ticker":"EFA","name":"MSCI EAFE Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"AAVM","b":"EFA","window":{"from":"2017-06-23","to":"2026-10-30","firstReturn":"2017-06-30","weeklyReturns":488,"years":9.35,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02648324,"perWeek":0.0005092931,"days":2339,"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":0.55625128,"b":1.07723602,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.04825637,"b":0.08101186,"edge":"EFA","lead":"EFA"},"price":{"a":0.33962824,"b":0.58688978,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.15248506,"b":0.17277699,"edge":"AAVM","lead":"AAVM"},"downsideDeviation":{"a":0.11363645,"b":0.12298432,"edge":"AAVM (slight)","lead":"AAVM"},"maxDrawdown":{"a":-0.34160629,"b":-0.33412933,"edge":"EFA (slight)","lead":"EFA","aPeak":"2018-01-26","aTrough":"2020-03-20","bPeak":"2018-01-26","bTrough":"2020-03-20"},"excess":{"a":0.03239525,"b":0.06649277,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.21244869,"b":0.38484737,"edge":"EFA","lead":"EFA"},"sortino":{"a":0.285078,"b":0.54066054,"edge":"EFA","lead":"EFA"},"calmar":{"a":0.14126313,"b":0.2424566,"edge":"EFA","lead":"EFA"}},"relative":{"AAVM":{"on":"EFA","beta":0.61411808,"r2":0.48419574,"alpha":-0.00843916,"alphaT":-0.23549002,"alphaLow":-0.07885295,"alphaHigh":0.06197463,"upsideCapture":0.61175093,"downsideCapture":0.8081999,"treynor":0.05275085,"trackingError":0.12821238,"informationRatio":-0.2659456,"upWeeks":277,"downWeeks":211,"treynorReference":0.06649277,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"AAVM","lead":"AAVM"},"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":{"AAVM":{"kept":"2026-11-01","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":488,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.55625128}},"EFA":{"kept":"2026-11-01","distributions":19,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":488,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.07723602}}}}