{"schemaVersion":1,"ticker":"CARZ","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/carz/","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, CARZ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/carz/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"CARZ","b":"ACWI","window":{"from":"2011-05-20","to":"2026-10-23","firstReturn":"2011-05-27","weeklyReturns":805,"years":15.43,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01659847,"perWeek":0.0003192014,"days":3858,"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":3.24486749,"b":3.40287931,"edge":"ACWI (slight)","lead":"ACWI"},"annualised":{"a":0.0978871,"b":0.10048214,"edge":"ACWI (slight)","lead":"ACWI"},"price":{"a":2.30254725,"b":2.22235923,"edge":"CARZ (slight)","lead":"CARZ"},"volatility":{"a":0.25057428,"b":0.16046335,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.17406596,"b":0.1124909,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.49527138,"b":-0.32084971,"edge":"ACWI","lead":"ACWI","aPeak":"2018-01-19","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.10839172,"b":0.09218454,"edge":"CARZ","lead":"CARZ"},"sharpe":{"a":0.43257319,"b":0.57448969,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.62270482,"b":0.81948439,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.19764337,"b":0.31317509,"edge":"ACWI","lead":"ACWI"}},"relative":{"CARZ":{"on":"ACWI","beta":1.33071834,"r2":0.72619123,"alpha":-0.01427994,"alphaT":-0.42689071,"alphaLow":-0.07994176,"alphaHigh":0.05138188,"upsideCapture":1.49992729,"downsideCapture":1.20755388,"treynor":0.08145354,"trackingError":0.14144961,"informationRatio":0.11457916,"upWeeks":465,"downWeeks":338,"treynorReference":0.09218454,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"CARZ","lead":"CARZ"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"CARZ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CARZ":{"kept":"2026-10-26","distributions":51,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":805,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.24486749}},"ACWI":{"kept":"2026-10-26","distributions":33,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":805,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.40287931}}}}