{"schemaVersion":1,"ticker":"BAI","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/bai/","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, BAI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/bai/"},"benchmark":{"ticker":"ARTY","name":"Morningstar Global Artificial Intelligence Select Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"BAI","b":"ARTY","window":{"from":"2024-11-01","to":"2026-10-23","firstReturn":"2024-11-08","weeklyReturns":103,"years":1.97,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04031684,"perWeek":0.0007753238,"days":493,"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":0.66992505,"b":1.05259661,"edge":"ARTY","lead":"ARTY"},"annualised":{"a":0.29547651,"b":0.43769857,"edge":"ARTY","lead":"ARTY"},"price":{"a":0.63990268,"b":1.04776031,"edge":"ARTY","lead":"ARTY"},"volatility":{"a":0.34369093,"b":0.32975719,"edge":"ARTY (slight)","lead":"ARTY"},"downsideDeviation":{"a":0.2339918,"b":0.21146929,"edge":"ARTY (slight)","lead":"ARTY"},"maxDrawdown":{"a":-0.33253342,"b":-0.31698946,"edge":"ARTY (slight)","lead":"ARTY","aPeak":"2025-01-24","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.27827158,"b":0.37794161,"edge":"ARTY","lead":"ARTY"},"sharpe":{"a":0.80965647,"b":1.14612092,"edge":"ARTY","lead":"ARTY"},"sortino":{"a":1.18923644,"b":1.7872175,"edge":"ARTY","lead":"ARTY"},"calmar":{"a":0.88856183,"b":1.38079851,"edge":"ARTY","lead":"ARTY"}},"relative":{"BAI":{"on":"ARTY","beta":0.98477465,"r2":0.89274232,"alpha":-0.09391573,"alphaT":-1.15388863,"alphaLow":-0.25537287,"alphaHigh":0.0675414,"upsideCapture":0.91887138,"downsideCapture":1.02865273,"treynor":0.28257387,"trackingError":0.11267144,"informationRatio":-0.88460771,"upWeeks":61,"downWeeks":42,"treynorReference":0.37794161,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ARTY (slight)","lead":"ARTY"},"downsideCapture":{"edge":"ARTY (slight)","lead":"ARTY"},"treynor":{"edge":"ARTY","lead":"ARTY"},"informationRatio":{"edge":null,"lead":"ARTY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BAI":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":103,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.66992505}},"ARTY":{"kept":"2026-10-26","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":103,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.05259661}}}}