{"schemaVersion":1,"ticker":"CHPS","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/chps/","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, CHPS against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/chps/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"CHPS","b":"ACWI","window":{"from":"2023-07-21","to":"2026-10-23","firstReturn":"2023-07-28","weeklyReturns":170,"years":3.26,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04535202,"perWeek":0.0008721543,"days":815,"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":2.11813948,"b":0.68144947,"edge":"CHPS","lead":"CHPS"},"annualised":{"a":0.41603481,"b":0.17228362,"edge":"CHPS","lead":"CHPS"},"price":{"a":2.01969169,"b":0.60016328,"edge":"CHPS","lead":"CHPS"},"volatility":{"a":0.35032929,"b":0.13573091,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.22998252,"b":0.09063282,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.36530049,"b":-0.14253357,"edge":"ACWI","lead":"ACWI","aPeak":"2024-07-12","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.36494289,"b":0.12303301,"edge":"CHPS","lead":"CHPS"},"sharpe":{"a":1.0417139,"b":0.90644802,"edge":"CHPS","lead":"CHPS"},"sortino":{"a":1.58682883,"b":1.35748855,"edge":"CHPS","lead":"CHPS"},"calmar":{"a":1.13888379,"b":1.20872312,"edge":"ACWI (slight)","lead":"ACWI"}},"relative":{"CHPS":{"on":"ACWI","beta":2.01518292,"r2":0.60958398,"alpha":0.11700887,"alphaT":0.95606695,"alphaLow":-0.12460306,"alphaHigh":0.35862079,"upsideCapture":null,"downsideCapture":1.43908991,"treynor":0.18109666,"trackingError":0.25865527,"informationRatio":0.93525982,"upWeeks":104,"downWeeks":66,"heldOut":{"upsideCapture":{"value":3.1386,"bound":3.0,"arithmetic":2.0617,"scale":1.0,"reason":"upside capture held out for CHPS: 3.1 is past 3, 3 times the fund's stated daily multiple over its reference's; the same weeks' own ratio is 2.06"}},"treynorReference":0.12303301,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"CHPS","lead":"CHPS"},"informationRatio":{"edge":null,"lead":"CHPS","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CHPS":{"kept":"2026-10-26","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":170,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.11813948}},"ACWI":{"kept":"2026-10-26","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":170,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.68144947}}}}