{"schemaVersion":1,"ticker":"AGMI","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/agmi/","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, AGMI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/agmi/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"AGMI","b":"ACWI","window":{"from":"2024-05-10","to":"2026-10-23","firstReturn":"2024-05-17","weeklyReturns":128,"years":2.45,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04242985,"perWeek":0.0008159587,"days":613,"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":1.40500739,"b":0.48113314,"edge":"AGMI","lead":"AGMI"},"annualised":{"a":0.42832995,"b":0.17301577,"edge":"AGMI","lead":"AGMI"},"price":{"a":1.2583768,"b":0.42312579,"edge":"AGMI","lead":"AGMI"},"volatility":{"a":0.46343307,"b":0.13920429,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.29127472,"b":0.09378544,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.35470303,"b":-0.14253357,"edge":"ACWI","lead":"ACWI","aPeak":"2026-02-27","aTrough":"2026-07-17","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.42100755,"b":0.12706363,"edge":"AGMI","lead":"AGMI"},"sharpe":{"a":0.90845384,"b":0.91278531,"edge":"Tie"},"sortino":{"a":1.44539683,"b":1.3548333,"edge":"AGMI (slight)","lead":"AGMI"},"calmar":{"a":1.20757343,"b":1.21385982,"edge":"Tie"}},"relative":{"AGMI":{"on":"ACWI","beta":1.84903739,"r2":0.30847687,"alpha":0.18606214,"alphaT":0.74847227,"alphaLow":-0.30588863,"alphaHigh":0.67801291,"upsideCapture":2.39153671,"downsideCapture":1.25801978,"treynor":0.22769012,"trackingError":0.40309721,"informationRatio":0.72921348,"upWeeks":76,"downWeeks":52,"treynorReference":0.12706363,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AGMI","lead":"AGMI"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"AGMI","lead":"AGMI"},"informationRatio":{"edge":null,"lead":"AGMI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AGMI":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":2,"agree":2},"vendor":{"weeks":128,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.40500739}},"ACWI":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":128,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.48113314}}}}