{"schemaVersion":1,"ticker":"COPP","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/copp/","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, COPP against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/copp/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"COPP","b":"VOO","window":{"from":"2024-03-15","to":"2026-10-23","firstReturn":"2024-03-22","weeklyReturns":136,"years":2.61,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0431112,"perWeek":0.0008290615,"days":652,"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":0.68361774,"b":0.53766791,"edge":"COPP","lead":"COPP"},"annualised":{"a":0.22040749,"b":0.17881986,"edge":"COPP","lead":"COPP"},"price":{"a":0.60413868,"b":0.4863088,"edge":"COPP","lead":"COPP"},"volatility":{"a":0.37675129,"b":0.14456568,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.26157831,"b":0.09439041,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.40880874,"b":-0.1668507,"edge":"VOO","lead":"VOO","aPeak":"2024-05-17","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.22812995,"b":0.13206182,"edge":"COPP","lead":"COPP"},"sharpe":{"a":0.6055187,"b":0.91350741,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.8721287,"b":1.3991021,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.53914574,"b":1.07173579,"edge":"VOO","lead":"VOO"}},"relative":{"COPP":{"on":"VOO","beta":1.56629198,"r2":0.36121549,"alpha":0.02128258,"alphaT":0.11297,"alphaLow":-0.35132285,"alphaHigh":0.39388801,"upsideCapture":1.57481927,"downsideCapture":1.23538417,"treynor":0.1456497,"trackingError":0.31204512,"informationRatio":0.30786615,"upWeeks":79,"downWeeks":57,"treynorReference":0.13206182,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"COPP","lead":"COPP"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"COPP (slight)","lead":"COPP"},"informationRatio":{"edge":null,"lead":"COPP","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"COPP":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":136,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.68361774}},"VOO":{"kept":"2026-10-26","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":136,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.53766791}}}}