{"schemaVersion":1,"ticker":"BABW","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/babw/","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, BABW against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/babw/"},"benchmark":{"ticker":"BABA","name":"Alibaba (BABA)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-11-03","url":"https://www.roundhillinvestments.com/assets/data/rh_filings/19a-notice-AAPW-COIW-NVDW-PLTW-TSLW-AMZW-METW-BRKW-HOOW-NFLW-AMDW-GOOW-MSFW-AVGW-MSTW-UBEW-BABW-ARMW-COSW-GLDW-GDXW-TSYW-UNHW-11-2-2026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":99.8,"from":"2025-11-04","to":"2026-10-27","notices":52,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":94.93,"fiscalYearEnd":"2025-12-31","filed":"2026-03-09","url":"https://www.sec.gov/Archives/edgar/data/1976517/000113322826003392/rnwar-efp22837_ncsr.htm"}},"kind":"benchmark","a":"BABW","b":"BABA","window":{"from":"2025-10-31","to":"2026-10-30","firstReturn":"2025-11-07","weeklyReturns":52,"years":1.0,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.0379144,"perWeek":0.0007291231,"days":250,"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":-0.50905321,"b":-0.41938921,"edge":"BABA","lead":"BABA"},"annualised":{"a":-0.50905321,"b":-0.41938921,"edge":"BABA","lead":"BABA"},"price":{"a":-0.68048403,"b":-0.42474916,"edge":"BABA","lead":"BABA"},"volatility":{"a":0.46780941,"b":0.39234294,"edge":"BABA","lead":"BABA"},"downsideDeviation":{"a":0.34456174,"b":0.28554876,"edge":"BABA","lead":"BABA"},"maxDrawdown":{"a":-0.52040662,"b":-0.44759337,"edge":"BABA","lead":"BABA","aPeak":"2026-01-23","aTrough":"2026-06-26","bPeak":"2026-01-23","bTrough":"2026-06-26"},"excess":{"a":-0.6390382,"b":-0.50451587,"edge":"BABA","lead":"BABA"},"sharpe":{"a":-1.36602255,"b":-1.28590531,"edge":"BABA (slight)","lead":"BABA"},"sortino":{"a":-1.85464063,"b":-1.76682917,"edge":"BABA (slight)","lead":"BABA"},"calmar":{"a":-0.97818359,"b":-0.9369871,"edge":"BABA (slight)","lead":"BABA"}},"relative":{"BABW":{"on":"BABA","beta":1.19113602,"r2":0.99796776,"alpha":-0.03809117,"alphaT":-1.76010549,"alphaLow":-0.08155922,"alphaHigh":0.00537689,"upsideCapture":1.56840885,"downsideCapture":1.04960677,"treynor":-0.53649473,"trackingError":0.07789979,"informationRatio":-1.72686366,"upWeeks":18,"downWeeks":34,"treynorReference":-0.50451587,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"BABW","lead":"BABW"},"downsideCapture":{"edge":"BABA (slight)","lead":"BABA"},"treynor":{"edge":"BABA (slight)","lead":"BABA"},"informationRatio":{"edge":null,"lead":"BABA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BABW":{"kept":"2026-11-01","distributions":52,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2025-11-24","amount":0.307999,"vendor":0.291598},{"ex":"2025-12-01","amount":0.431934,"vendor":0.409496},{"ex":"2026-01-12","amount":0.37114,"vendor":0.329858},{"ex":"2026-07-20","amount":0.264959,"vendor":0.251348}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":52,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.50905321}},"BABA":{"kept":"2026-11-01","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":52,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.41938921}}}}