{"schemaVersion":1,"ticker":"ACSI","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/acsi/","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, ACSI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/acsi/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ACSI","b":"VOO","window":{"from":"2016-11-11","to":"2026-10-30","firstReturn":"2016-11-18","weeklyReturns":520,"years":9.97,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02529081,"perWeek":0.0004863617,"days":2491,"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":2.22322137,"b":3.11339669,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.12416229,"b":0.15191401,"edge":"VOO","lead":"VOO"},"price":{"a":1.94298444,"b":2.49554762,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.17169625,"b":0.17061205,"edge":"Tie"},"downsideDeviation":{"a":0.12037724,"b":0.11847945,"edge":"Tie"},"maxDrawdown":{"a":-0.32784127,"b":-0.31777419,"edge":"VOO (slight)","lead":"VOO","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.10672986,"b":0.1309842,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.6216202,"b":0.76773121,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.88662822,"b":1.10554361,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.37872685,"b":0.47805647,"edge":"VOO","lead":"VOO"}},"relative":{"ACSI":{"on":"VOO","beta":0.94291631,"r2":0.87789811,"alpha":-0.01677728,"alphaT":-0.87847349,"alphaLow":-0.05429678,"alphaHigh":0.02074221,"upsideCapture":0.88070805,"downsideCapture":0.96944509,"treynor":0.11319123,"trackingError":0.0607813,"informationRatio":-0.39904287,"upWeeks":304,"downWeeks":215,"treynorReference":0.1309842,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"ACSI (slight)","lead":"ACSI"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ACSI":{"kept":"2026-11-01","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":520,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.22322137}},"VOO":{"kept":"2026-11-01","distributions":40,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":520,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.11339669}}}}