{"schemaVersion":1,"ticker":"DDFA","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ddfa/","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, DDFA against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ddfa/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DDFA","b":"SPY","window":{"from":"2026-04-10","to":"2026-10-30","firstReturn":"2026-04-17","weeklyReturns":29,"years":0.56,"short":true,"weekEnding":"2026-11-01","cumulativeOnly":"29 weekly returns, 2026-04-10 to 2026-10-30: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03855745,"perWeek":0.0007414894,"days":141,"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":0.05301149,"b":0.11783654,"edge":"SPY","lead":"SPY"},"annualised":{"a":null,"b":null,"absent":"29 weekly returns, under the 52 an annualised number needs"},"price":{"a":0.05301149,"b":0.11223619,"edge":"SPY","lead":"SPY"},"volatility":{"a":null,"b":null,"absent":"29 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"29 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.00674436,"b":-0.03388289,"edge":"DDFA","lead":"DDFA","aPeak":"2026-05-29","aTrough":"2026-06-05","bPeak":"2026-05-29","bTrough":"2026-06-26"},"excess":{"a":null,"b":null,"absent":"29 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"29 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"29 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"29 weekly returns, under the 52 an annualised number needs"}},"relative":{"DDFA":{"on":"SPY","beta":0.22502364,"r2":0.86378868,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":18,"downWeeks":11,"absent":"29 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true}}}},"sources":{"DDFA":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":29,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.05301149}},"SPY":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":29,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.11783654}}}}