{"schemaVersion":1,"ticker":"AOR","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/aor/","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, AOR against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/aor/"},"benchmark":{"ticker":"ACWI","name":"MSCI All Country World Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"AOR","b":"ACWI","window":{"from":"2008-11-21","to":"2026-10-23","firstReturn":"2008-11-28","weeklyReturns":935,"years":17.92,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01447265,"perWeek":0.0002783201,"days":4482,"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":3.74640503,"b":7.0091853,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.09047574,"b":0.12267239,"edge":"ACWI","lead":"ACWI"},"price":{"a":2.09727273,"b":4.63420769,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.12600743,"b":0.17222501,"edge":"AOR","lead":"AOR"},"downsideDeviation":{"a":0.07877466,"b":0.11748448,"edge":"AOR","lead":"AOR"},"maxDrawdown":{"a":-0.24088712,"b":-0.32084971,"edge":"AOR","lead":"AOR","aPeak":"2008-11-28","aTrough":"2009-03-06","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.07992681,"b":0.11623556,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":0.63430236,"b":0.67490521,"edge":"ACWI (slight)","lead":"ACWI"},"sortino":{"a":1.01462591,"b":0.9893695,"edge":"AOR (slight)","lead":"AOR"},"calmar":{"a":0.37559395,"b":0.38233599,"edge":"Tie"}},"relative":{"AOR":{"on":"ACWI","beta":0.64397413,"r2":0.77470607,"alpha":0.00507412,"alphaT":0.35798559,"alphaLow":-0.02274267,"alphaHigh":0.03289092,"upsideCapture":0.53083073,"downsideCapture":0.70692056,"treynor":0.12411494,"trackingError":0.08565576,"informationRatio":-0.42389147,"upWeeks":541,"downWeeks":391,"treynorReference":0.11623556,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWI","lead":"ACWI"},"downsideCapture":{"edge":"AOR","lead":"AOR"},"treynor":{"edge":"AOR (slight)","lead":"AOR"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AOR":{"kept":"2026-10-26","distributions":73,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":935,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.74640503}},"ACWI":{"kept":"2026-10-26","distributions":38,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":935,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.0091853}}}}