{"schemaVersion":1,"ticker":"ALLW","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/allw/","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, ALLW against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/allw/"},"benchmark":{"ticker":"SPGM","name":"MSCI ACWI IMI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ALLW","b":"SPGM","window":{"from":"2025-03-14","to":"2026-10-30","firstReturn":"2025-03-21","weeklyReturns":85,"years":1.63,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03958337,"perWeek":0.0007612187,"days":409,"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":0.2212617,"b":0.38409028,"edge":"SPGM","lead":"SPGM"},"annualised":{"a":0.13007306,"b":0.21999881,"edge":"SPGM","lead":"SPGM"},"price":{"a":0.16706827,"b":0.34599557,"edge":"SPGM","lead":"SPGM"},"volatility":{"a":0.09484931,"b":0.14759101,"edge":"ALLW","lead":"ALLW"},"downsideDeviation":{"a":0.0650327,"b":0.09890643,"edge":"ALLW","lead":"ALLW"},"maxDrawdown":{"a":-0.07199735,"b":-0.1028229,"edge":"ALLW","lead":"ALLW","aPeak":"2026-02-27","aTrough":"2026-03-27","bPeak":"2025-03-21","bTrough":"2025-04-04"},"excess":{"a":0.08729989,"b":0.17050457,"edge":"SPGM","lead":"SPGM"},"sharpe":{"a":0.92040615,"b":1.15525037,"edge":"SPGM","lead":"SPGM"},"sortino":{"a":1.34239992,"b":1.72389773,"edge":"SPGM","lead":"SPGM"},"calmar":{"a":1.80663689,"b":2.13958969,"edge":"SPGM","lead":"SPGM"}},"relative":{"ALLW":{"on":"SPGM","beta":0.43749119,"r2":0.46343639,"alpha":0.01270564,"alphaT":0.22945171,"alphaLow":-0.09743083,"alphaHigh":0.1228421,"upsideCapture":0.43491294,"downsideCapture":0.5718525,"treynor":0.19954661,"trackingError":0.10825739,"informationRatio":-0.76858203,"upWeeks":51,"downWeeks":34,"treynorReference":0.17050457,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPGM","lead":"SPGM"},"downsideCapture":{"edge":"ALLW","lead":"ALLW"},"treynor":{"edge":"ALLW","lead":"ALLW"},"informationRatio":{"edge":null,"lead":"SPGM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ALLW":{"kept":"2026-11-01","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":85,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.2212617}},"SPGM":{"kept":"2026-11-01","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":85,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.38409028}}}}