{"schemaVersion":1,"ticker":"CHAT","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/chat/","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, CHAT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/chat/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"CHAT","b":"VOO","window":{"from":"2023-05-26","to":"2026-10-23","firstReturn":"2023-06-02","weeklyReturns":178,"years":3.41,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04570563,"perWeek":0.0008789545,"days":852,"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":1.91677365,"b":0.89532817,"edge":"CHAT","lead":"CHAT"},"annualised":{"a":0.36714406,"b":0.20537253,"edge":"CHAT","lead":"CHAT"},"price":{"a":1.83627667,"b":0.81040247,"edge":"CHAT","lead":"CHAT"},"volatility":{"a":0.3114332,"b":0.13978811,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.20392704,"b":0.08958753,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.2940776,"b":-0.1668507,"edge":"VOO","lead":"VOO","aPeak":"2025-01-24","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.31636373,"b":0.15114212,"edge":"CHAT","lead":"CHAT"},"sharpe":{"a":1.01583177,"b":1.08122299,"edge":"VOO (slight)","lead":"VOO"},"sortino":{"a":1.55135749,"b":1.68708869,"edge":"VOO (slight)","lead":"VOO"},"calmar":{"a":1.24845978,"b":1.23087606,"edge":"Tie"}},"relative":{"CHAT":{"on":"VOO","beta":1.76944204,"r2":0.63078787,"alpha":0.04892652,"alphaT":0.47169876,"alphaLow":-0.15577651,"alphaHigh":0.25362955,"upsideCapture":2.76551884,"downsideCapture":1.46340709,"treynor":0.17879293,"trackingError":0.21766723,"informationRatio":0.75905599,"upWeeks":106,"downWeeks":72,"treynorReference":0.15114212,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"CHAT","lead":"CHAT"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"CHAT","lead":"CHAT"},"informationRatio":{"edge":null,"lead":"CHAT","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CHAT":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":178,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.91677365}},"VOO":{"kept":"2026-10-26","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":178,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.89532817}}}}