{"schemaVersion":1,"ticker":"BOND","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/bond/","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, BOND against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/bond/"},"benchmark":{"ticker":"AGG","name":"Bloomberg U.S. Aggregate Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"BOND","b":"AGG","window":{"from":"2012-03-09","to":"2026-10-23","firstReturn":"2012-03-16","weeklyReturns":763,"years":14.62,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01748764,"perWeek":0.0003363008,"days":3658,"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":0.47361276,"b":0.2954162,"edge":"BOND","lead":"BOND"},"annualised":{"a":0.02677591,"b":0.01779643,"edge":"BOND","lead":"BOND"},"price":{"a":-0.12635735,"b":-0.12914058,"edge":"BOND (slight)","lead":"BOND"},"volatility":{"a":0.04857902,"b":0.04708103,"edge":"AGG (slight)","lead":"AGG"},"downsideDeviation":{"a":0.03584942,"b":0.0340095,"edge":"AGG (slight)","lead":"AGG"},"maxDrawdown":{"a":-0.1949365,"b":-0.18178373,"edge":"AGG (slight)","lead":"AGG","aPeak":"2021-08-20","aTrough":"2022-10-21","bPeak":"2020-08-07","bTrough":"2022-10-21"},"excess":{"a":0.01012488,"b":0.00126271,"edge":"BOND","lead":"BOND"},"sharpe":{"a":0.2084208,"b":0.02681985,"edge":"BOND","lead":"BOND"},"sortino":{"a":0.28242798,"b":0.03712805,"edge":"BOND","lead":"BOND"},"calmar":{"a":0.13735706,"b":0.09789893,"edge":"BOND","lead":"BOND"}},"relative":{"BOND":{"on":"AGG","beta":0.9692548,"r2":0.88240988,"alpha":0.00890099,"alphaT":2.04539304,"alphaLow":0.00035818,"alphaHigh":0.01744381,"upsideCapture":1.02242515,"downsideCapture":0.95467041,"treynor":0.01044604,"trackingError":0.01672121,"informationRatio":0.52999599,"upWeeks":424,"downWeeks":330,"treynorReference":0.00126271,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"BOND","lead":"BOND"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"BOND (slight)","lead":"BOND"},"downsideCapture":{"edge":"BOND (slight)","lead":"BOND"},"treynor":{"edge":"BOND","lead":"BOND"},"informationRatio":{"edge":null,"lead":"BOND","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BOND":{"kept":"2026-10-26","distributions":176,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":763,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.47361276}},"AGG":{"kept":"2026-10-26","distributions":175,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":763,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.2954162}}}}