{"schemaVersion":1,"ticker":"CAOS","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/caos/","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, CAOS against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/caos/"},"benchmark":{"ticker":null,"name":null,"tier":null,"kind":null,"basisOnPage":null,"basisHere":"total"},"stated":{"index":"S&P 500 Index","namedIn":"its shareholder report","status":"priced","via":"VOO","r2":0.0956,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":1.71149144,"ref":12.41511385,"gap":-10.70362241}},"absent":"no ETF prices its benchmark (none named)","notMeasured":"no priced benchmark","secondary":{"benchmark":{"ticker":"VOO","name":"S&P 500 Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"CAOS","b":"VOO","window":{"from":"2023-03-17","to":"2026-10-30","firstReturn":"2023-03-24","weeklyReturns":189,"years":3.62,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04596053,"perWeek":0.0008838563,"days":907,"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":0.21491456,"b":1.02950814,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.05502138,"b":0.21499119,"edge":"VOO","lead":"VOO"},"price":{"a":0.21491456,"b":0.93067133,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.02733131,"b":0.13722563,"edge":"CAOS","lead":"CAOS"},"downsideDeviation":{"a":0.01436056,"b":0.08716963,"edge":"CAOS","lead":"CAOS"},"maxDrawdown":{"a":-0.02465996,"b":-0.1668507,"edge":"CAOS","lead":"CAOS","aPeak":"2025-04-04","aTrough":"2025-05-09","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.00799677,"b":0.15851222,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.29258641,"b":1.15512112,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.55685634,"b":1.81843412,"edge":"VOO","lead":"VOO"},"calmar":{"a":2.23120337,"b":1.28852437,"edge":"CAOS","lead":"CAOS"}},"relative":{"CAOS":{"on":"VOO","beta":0.00342339,"r2":0.00029544,"alpha":0.00745412,"alphaT":0.5120834,"alphaLow":-0.02126186,"alphaHigh":0.0361701,"upsideCapture":0.06484342,"downsideCapture":-0.03767173,"treynor":2.33592127,"trackingError":0.13945947,"informationRatio":-1.07927741,"upWeeks":112,"downWeeks":77,"treynorReference":0.15851222,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"CAOS","lead":"CAOS"},"treynor":{"edge":"CAOS","lead":"CAOS"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CAOS":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":189,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.21491456}},"VOO":{"kept":"2026-11-01","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":189,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.02950814}}}}}