{"schemaVersion":1,"ticker":"COAL","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/coal/","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, COAL against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/coal/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"MSCI ACWI Index","namedIn":"its shareholder report","status":"priced","via":"ACWI","r2":0.0431,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":8.89559387,"ref":12.22119582,"gap":-3.32560195}},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"COAL","b":"ACWI","window":{"from":"2024-02-02","to":"2026-10-30","firstReturn":"2024-02-09","weeklyReturns":143,"years":2.74,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04355321,"perWeek":0.0008375617,"days":686,"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":-0.00674502,"b":0.5654547,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":-0.00245802,"b":0.17700516,"edge":"ACWI","lead":"ACWI"},"price":{"a":-0.0492986,"b":0.50414498,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.29992482,"b":0.13541093,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.21265732,"b":0.09117471,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.40936017,"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":-0.00110148,"b":0.12883151,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":-0.0036725,"b":0.9514114,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":-0.00517958,"b":1.41301798,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":-0.00600454,"b":1.24184889,"edge":"ACWI","lead":"ACWI"}},"relative":{"COAL":{"on":"ACWI","beta":0.86753942,"r2":0.15341262,"alpha":-0.11286789,"alphaT":-0.67000835,"alphaLow":-0.44589669,"alphaHigh":0.22016092,"upsideCapture":0.56237421,"downsideCapture":1.01510503,"treynor":-0.00126965,"trackingError":0.27654367,"informationRatio":-0.46984615,"upWeeks":86,"downWeeks":57,"treynorReference":0.12883151,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWI","lead":"ACWI"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"COAL":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":143,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.00674502}},"ACWI":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":143,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.5654547}}}}}