{"schemaVersion":1,"ticker":"BITQ","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/bitq/","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, BITQ against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/bitq/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"BITQ","b":"VOO","window":{"from":"2021-05-21","to":"2026-10-30","firstReturn":"2021-05-28","weeklyReturns":284,"years":5.44,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03624989,"perWeek":0.0006971133,"days":1361,"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":0.00510919,"b":0.96650174,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.00093354,"b":0.13181389,"edge":"VOO","lead":"VOO"},"price":{"a":-0.04622871,"b":0.82140142,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.64980132,"b":0.15739857,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.41909764,"b":0.10495863,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.89643229,"b":-0.23914698,"edge":"VOO","lead":"VOO","aPeak":"2021-11-12","aTrough":"2022-12-30","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.17120846,"b":0.10005852,"edge":"BITQ","lead":"BITQ"},"sharpe":{"a":0.26347816,"b":0.63570155,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.40851687,"b":0.95331385,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.00104139,"b":0.55118358,"edge":"VOO","lead":"VOO"}},"relative":{"BITQ":{"on":"VOO","beta":2.26708033,"r2":0.30156034,"alpha":-0.05563224,"alphaT":-0.23805834,"alphaLow":-0.51563361,"alphaHigh":0.40436913,"upsideCapture":null,"downsideCapture":1.59508721,"treynor":0.07551936,"trackingError":0.57851997,"informationRatio":0.12298614,"upWeeks":159,"downWeeks":125,"heldOut":{"upsideCapture":{"value":4.0814,"bound":3.0,"arithmetic":2.3605,"scale":1.0,"reason":"upside capture held out for BITQ: 4.1 is past 3, 3 times the fund's stated daily multiple over its reference's; the same weeks' own ratio is 2.36"}},"treynorReference":0.10005852,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"BITQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BITQ":{"kept":"2026-11-01","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2021-12-28","amount":0.6554,"vendor":0.695562}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":284,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.00510919}},"VOO":{"kept":"2026-11-01","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":284,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.96650174}}}}