{"schemaVersion":1,"ticker":"BLOK","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/blok/","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, BLOK against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/blok/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Net Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"BLOK","b":"ACWI","window":{"from":"2018-01-26","to":"2026-10-23","firstReturn":"2018-02-02","weeklyReturns":456,"years":8.74,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02745101,"perWeek":0.000527904,"days":2186,"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":2.29316279,"b":1.36186828,"edge":"BLOK","lead":"BLOK"},"annualised":{"a":0.1455817,"b":0.10297138,"edge":"BLOK","lead":"BLOK"},"price":{"a":1.53424658,"b":1.0221821,"edge":"BLOK","lead":"BLOK"},"volatility":{"a":0.38680969,"b":0.17300087,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.25186182,"b":0.12205061,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.72032717,"b":-0.32084971,"edge":"ACWI","lead":"ACWI","aPeak":"2021-11-12","aTrough":"2022-12-30","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.18266625,"b":0.08570672,"edge":"BLOK","lead":"BLOK"},"sharpe":{"a":0.47223804,"b":0.49541204,"edge":"ACWI (slight)","lead":"ACWI"},"sortino":{"a":0.72526378,"b":0.70222276,"edge":"BLOK (slight)","lead":"BLOK"},"calmar":{"a":0.20210497,"b":0.32093338,"edge":"ACWI","lead":"ACWI"}},"relative":{"BLOK":{"on":"ACWI","beta":1.48849843,"r2":0.44319887,"alpha":0.05509194,"alphaT":0.56327299,"alphaLow":-0.13711832,"alphaHigh":0.24730221,"upsideCapture":2.30589221,"downsideCapture":1.31146067,"treynor":0.12271847,"trackingError":0.30075173,"informationRatio":0.32239062,"upWeeks":263,"downWeeks":192,"treynorReference":0.08570672,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"BLOK","lead":"BLOK"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"BLOK","lead":"BLOK"},"informationRatio":{"edge":null,"lead":"BLOK","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BLOK":{"kept":"2026-10-26","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":456,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.29316279}},"ACWI":{"kept":"2026-10-26","distributions":18,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":456,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.36186828}}}}