{"schemaVersion":1,"ticker":"BAMA","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/bama/","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, BAMA against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/bama/"},"benchmark":{"ticker":"EEM","name":"MSCI Emerging Markets Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"BAMA","b":"EEM","window":{"from":"2023-10-06","to":"2026-10-30","firstReturn":"2023-10-13","weeklyReturns":160,"years":3.07,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04466841,"perWeek":0.0008590078,"days":766,"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":0.48677097,"b":0.73330571,"edge":"EEM","lead":"EEM"},"annualised":{"a":0.13757313,"b":0.19573359,"edge":"EEM","lead":"EEM"},"price":{"a":0.42691532,"b":0.61353423,"edge":"EEM","lead":"EEM"},"volatility":{"a":0.09747912,"b":0.18148764,"edge":"BAMA","lead":"BAMA"},"downsideDeviation":{"a":0.06345504,"b":0.12467535,"edge":"BAMA","lead":"BAMA"},"maxDrawdown":{"a":-0.10822321,"b":-0.13773132,"edge":"BAMA","lead":"BAMA","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2026-06-18","bTrough":"2026-10-30"},"excess":{"a":0.08910936,"b":0.15084161,"edge":"EEM","lead":"EEM"},"sharpe":{"a":0.91413793,"b":0.83113985,"edge":"BAMA (slight)","lead":"BAMA"},"sortino":{"a":1.4042914,"b":1.20987522,"edge":"BAMA","lead":"BAMA"},"calmar":{"a":1.27119798,"b":1.42112625,"edge":"EEM","lead":"EEM"}},"relative":{"BAMA":{"on":"EEM","beta":0.41150567,"r2":0.58697897,"alpha":0.02703718,"alphaT":0.74966714,"alphaLow":-0.04419567,"alphaHigh":0.09827004,"upsideCapture":0.34888389,"downsideCapture":0.48679852,"treynor":0.21654468,"trackingError":0.1238216,"informationRatio":-0.49855797,"upWeeks":98,"downWeeks":61,"treynorReference":0.15084161,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EEM","lead":"EEM"},"downsideCapture":{"edge":"BAMA","lead":"BAMA"},"treynor":{"edge":"BAMA","lead":"BAMA"},"informationRatio":{"edge":null,"lead":"EEM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BAMA":{"kept":"2026-11-01","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":160,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.48677097}},"EEM":{"kept":"2026-11-01","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":160,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.73330571}}}}