{"schemaVersion":1,"ticker":"ACVF","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/acvf/","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, ACVF against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/acvf/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ACVF","b":"VOO","window":{"from":"2020-11-06","to":"2026-10-30","firstReturn":"2020-11-13","weeklyReturns":312,"years":5.98,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03304823,"perWeek":0.0006355428,"days":1495,"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":1.20044393,"b":1.34917569,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.14047311,"b":0.1529733,"edge":"VOO (slight)","lead":"VOO"},"price":{"a":1.10761752,"b":1.15947164,"edge":"VOO (slight)","lead":"VOO"},"volatility":{"a":0.15111295,"b":0.15497027,"edge":"ACVF (slight)","lead":"ACVF"},"downsideDeviation":{"a":0.09929575,"b":0.10204369,"edge":"ACVF (slight)","lead":"ACVF"},"maxDrawdown":{"a":-0.23825089,"b":-0.23914698,"edge":"Tie","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.10993111,"b":0.12145459,"edge":"VOO (slight)","lead":"VOO"},"sharpe":{"a":0.72747641,"b":0.78372832,"edge":"VOO (slight)","lead":"VOO"},"sortino":{"a":1.10710788,"b":1.19022147,"edge":"VOO (slight)","lead":"VOO"},"calmar":{"a":0.58960163,"b":0.63966227,"edge":"VOO (slight)","lead":"VOO"}},"relative":{"ACVF":{"on":"VOO","beta":0.95516207,"r2":0.95950565,"alpha":-0.00607771,"alphaT":-0.48591377,"alphaLow":-0.03068862,"alphaHigh":0.0185332,"upsideCapture":0.90980773,"downsideCapture":0.96368929,"treynor":0.11509158,"trackingError":0.03119256,"informationRatio":-0.36943048,"upWeeks":176,"downWeeks":136,"treynorReference":0.12145459,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO (slight)","lead":"VOO"},"downsideCapture":{"edge":"ACVF (slight)","lead":"ACVF"},"treynor":{"edge":"VOO (slight)","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":{"ACVF":{"kept":"2026-11-01","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":312,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.20044393}},"VOO":{"kept":"2026-11-01","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":312,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.34917569}}}}