{"schemaVersion":1,"ticker":"COSW","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cosw/","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, COSW against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/cosw/"},"benchmark":{"ticker":"COST","name":"Costco (COST)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-11-03","url":"https://www.roundhillinvestments.com/assets/data/rh_filings/19a-notice-AAPW-COIW-NVDW-PLTW-TSLW-AMZW-METW-BRKW-HOOW-NFLW-AMDW-GOOW-MSFW-AVGW-MSTW-UBEW-BABW-ARMW-COSW-GLDW-GDXW-TSYW-UNHW-11-2-2026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":99.9,"from":"2025-11-04","to":"2026-10-27","notices":52,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":90.59,"fiscalYearEnd":"2025-12-31","filed":"2026-03-09","url":"https://www.sec.gov/Archives/edgar/data/1976517/000113322826003392/rnwar-efp22837_ncsr.htm"}},"kind":"benchmark","a":"COSW","b":"COST","window":{"from":"2025-10-31","to":"2026-10-30","firstReturn":"2025-11-07","weeklyReturns":52,"years":1.0,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.0379144,"perWeek":0.0007291231,"days":250,"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":0.09359438,"b":0.11714841,"edge":"COST","lead":"COST"},"annualised":{"a":0.09359438,"b":0.11714841,"edge":"COST","lead":"COST"},"price":{"a":-0.15220461,"b":0.11062593,"edge":"COST","lead":"COST"},"volatility":{"a":0.23529844,"b":0.20134623,"edge":"COST","lead":"COST"},"downsideDeviation":{"a":0.15447764,"b":0.13120547,"edge":"COST","lead":"COST"},"maxDrawdown":{"a":-0.18197409,"b":-0.14512841,"edge":"COST","lead":"COST","aPeak":"2026-05-15","aTrough":"2026-09-18","bPeak":"2026-05-15","bTrough":"2026-09-18"},"excess":{"a":0.07862732,"b":0.09276335,"edge":"COST","lead":"COST"},"sharpe":{"a":0.33415995,"b":0.46071558,"edge":"COST","lead":"COST"},"sortino":{"a":0.50898833,"b":0.70700824,"edge":"COST","lead":"COST"},"calmar":{"a":0.51432804,"b":0.80720522,"edge":"COST","lead":"COST"}},"relative":{"COSW":{"on":"COST","beta":1.13144411,"r2":0.93737878,"alpha":-0.02632923,"alphaT":-0.44183112,"alphaLow":-0.14602158,"alphaHigh":0.09336313,"upsideCapture":1.10543399,"downsideCapture":1.06025751,"treynor":0.06949289,"trackingError":0.06455605,"informationRatio":-0.21897297,"upWeeks":28,"downWeeks":24,"treynorReference":0.09276335,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"COSW (slight)","lead":"COSW"},"downsideCapture":{"edge":"COST (slight)","lead":"COST"},"treynor":{"edge":"COST","lead":"COST"},"informationRatio":{"edge":null,"lead":"COST","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"COSW":{"kept":"2026-11-01","distributions":52,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2025-11-24","amount":0.282439,"vendor":0.299224}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":52,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.09359438}},"COST":{"kept":"2026-11-01","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":52,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.11714841}}}}