{"schemaVersion":1,"ticker":"CCEF","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ccef/","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, CCEF against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ccef/"},"benchmark":{"ticker":"URTH","name":"MSCI World Gross Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"CCEF","b":"URTH","window":{"from":"2024-01-26","to":"2026-10-30","firstReturn":"2024-02-02","weeklyReturns":144,"years":2.76,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04362692,"perWeek":0.0008389792,"days":691,"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":0.41190494,"b":0.57257507,"edge":"URTH","lead":"URTH"},"annualised":{"a":0.13265179,"b":0.17760206,"edge":"URTH","lead":"URTH"},"price":{"a":0.14635058,"b":0.51506626,"edge":"URTH","lead":"URTH"},"volatility":{"a":0.09941117,"b":0.13572722,"edge":"CCEF","lead":"CCEF"},"downsideDeviation":{"a":0.07132712,"b":0.09003997,"edge":"CCEF","lead":"CCEF"},"maxDrawdown":{"a":-0.10054003,"b":-0.14863047,"edge":"CCEF","lead":"CCEF","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.08604217,"b":0.12930046,"edge":"URTH","lead":"URTH"},"sharpe":{"a":0.86551815,"b":0.95264944,"edge":"URTH (slight)","lead":"URTH"},"sortino":{"a":1.20630379,"b":1.43603405,"edge":"URTH","lead":"URTH"},"calmar":{"a":1.31939276,"b":1.1949236,"edge":"CCEF (slight)","lead":"CCEF"}},"relative":{"CCEF":{"on":"URTH","beta":0.61011944,"r2":0.69389421,"alpha":0.00715345,"alphaT":0.21380459,"alphaLow":-0.05898645,"alphaHigh":0.07329335,"upsideCapture":0.56631929,"downsideCapture":0.67681919,"treynor":0.14102512,"trackingError":0.07632409,"informationRatio":-0.56677107,"upWeeks":83,"downWeeks":61,"treynorReference":0.12930046,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"URTH","lead":"URTH"},"downsideCapture":{"edge":"CCEF","lead":"CCEF"},"treynor":{"edge":"CCEF (slight)","lead":"CCEF"},"informationRatio":{"edge":null,"lead":"URTH","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CCEF":{"kept":"2026-11-01","distributions":31,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":144,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.41190494}},"URTH":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":144,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.57257507}}}}