{"schemaVersion":1,"ticker":"ACEI","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/acei/","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, ACEI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/acei/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":75.0,"date":"2026-10-02","url":"https://www.innovatoretfs.com/pdf/acei_form19a_2026930.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":78.0,"from":"2025-12-01","to":"2026-10-02","notices":11,"distributions":11,"full":false}},"kind":"benchmark","a":"ACEI","b":"SPY","window":{"from":"2025-10-03","to":"2026-10-23","firstReturn":"2025-10-10","weeklyReturns":55,"years":1.05,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03793674,"perWeek":0.0007295527,"days":264,"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":0.05802269,"b":0.14785514,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.05477273,"b":0.13925388,"edge":"SPY","lead":"SPY"},"price":{"a":-0.05802989,"b":0.1356226,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.10520479,"b":0.12178612,"edge":"ACEI","lead":"ACEI"},"downsideDeviation":{"a":0.06812493,"b":0.072659,"edge":"ACEI (slight)","lead":"ACEI"},"maxDrawdown":{"a":-0.07109664,"b":-0.08388653,"edge":"ACEI","lead":"ACEI","aPeak":"2026-05-29","aTrough":"2026-07-24","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.02082068,"b":0.09983114,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.19790623,"b":0.81972514,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.30562504,"b":1.37396795,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.77039834,"b":1.66002679,"edge":"SPY","lead":"SPY"}},"relative":{"ACEI":{"on":"SPY","beta":0.62271735,"r2":0.51964466,"alpha":-0.0413459,"alphaT":-0.57398037,"alphaLow":-0.1858271,"alphaHigh":0.1031353,"upsideCapture":0.49364993,"downsideCapture":0.73315663,"treynor":0.03343521,"trackingError":0.08618466,"informationRatio":-0.91675781,"upWeeks":31,"downWeeks":24,"treynorReference":0.09983114,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"ACEI","lead":"ACEI"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ACEI":{"kept":"2026-10-26","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":55,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.05802269}},"SPY":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":55,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.14785514}}}}