{"schemaVersion":1,"ticker":"CGDV","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cgdv/","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, CGDV against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cgdv/"},"benchmark":{"ticker":"IWD","name":"Russell 1000 Value Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"CGDV","b":"IWD","window":{"from":"2022-03-04","to":"2026-10-23","firstReturn":"2022-03-11","weeklyReturns":242,"years":4.64,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04220043,"perWeek":0.0008115468,"days":1160,"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":1.07213907,"b":0.73823809,"edge":"CGDV","lead":"CGDV"},"annualised":{"a":0.16947472,"b":0.12614348,"edge":"CGDV","lead":"CGDV"},"price":{"a":0.93035579,"b":0.58764031,"edge":"CGDV","lead":"CGDV"},"volatility":{"a":0.14771069,"b":0.14653938,"edge":"Tie"},"downsideDeviation":{"a":0.09784578,"b":0.10106868,"edge":"CGDV (slight)","lead":"CGDV"},"maxDrawdown":{"a":-0.21119281,"b":-0.17865825,"edge":"IWD","lead":"IWD","aPeak":"2022-03-25","aTrough":"2022-09-30","bPeak":"2022-03-25","bTrough":"2022-09-30"},"excess":{"a":0.12547667,"b":0.08746502,"edge":"CGDV","lead":"CGDV"},"sharpe":{"a":0.84947588,"b":0.59687043,"edge":"CGDV","lead":"CGDV"},"sortino":{"a":1.28239228,"b":0.86540185,"edge":"CGDV","lead":"CGDV"},"calmar":{"a":0.80246445,"b":0.70606018,"edge":"CGDV","lead":"CGDV"}},"relative":{"CGDV":{"on":"IWD","beta":0.93471355,"r2":0.85988801,"alpha":0.04372193,"alphaT":1.69653997,"alphaLow":-0.00704476,"alphaHigh":0.09448863,"upsideCapture":0.93820311,"downsideCapture":0.88064289,"treynor":0.13424078,"trackingError":0.05611198,"informationRatio":0.67742481,"upWeeks":139,"downWeeks":102,"treynorReference":0.08746502,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWD (slight)","lead":"IWD"},"downsideCapture":{"edge":"CGDV","lead":"CGDV"},"treynor":{"edge":"CGDV","lead":"CGDV"},"informationRatio":{"edge":null,"lead":"CGDV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CGDV":{"kept":"2026-10-26","distributions":19,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":242,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.07213907}},"IWD":{"kept":"2026-10-26","distributions":19,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":242,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.73823809}}}}