{"schemaVersion":1,"ticker":"DDFL","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ddfl/","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, DDFL against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ddfl/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DDFL","b":"SPY","window":{"from":"2025-07-11","to":"2026-10-30","firstReturn":"2025-07-18","weeklyReturns":68,"years":1.3,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03866463,"perWeek":0.0007435507,"days":328,"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":0.09615228,"b":0.2282605,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.07272773,"b":0.17025622,"edge":"SPY","lead":"SPY"},"price":{"a":0.09615228,"b":0.21182772,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.0290564,"b":0.115752,"edge":"DDFL","lead":"DDFL"},"downsideDeviation":{"a":0.0160748,"b":0.06922264,"edge":"DDFL","lead":"DDFL"},"maxDrawdown":{"a":-0.01403201,"b":-0.08388653,"edge":"DDFL","lead":"DDFL","aPeak":"2026-02-20","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.03200212,"b":0.12535834,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.10137917,"b":1.08299075,"edge":"Tie"},"sortino":{"a":1.99082569,"b":1.81094433,"edge":"DDFL (slight)","lead":"DDFL"},"calmar":{"a":5.18298583,"b":2.02960155,"edge":"DDFL","lead":"DDFL"}},"relative":{"DDFL":{"on":"SPY","beta":0.21169842,"r2":0.71122736,"alpha":0.00546396,"alphaT":0.39269902,"alphaLow":-0.02231595,"alphaHigh":0.03324386,"upsideCapture":0.2021076,"downsideCapture":0.19747645,"treynor":0.15116843,"trackingError":0.09257379,"informationRatio":-1.008452,"upWeeks":40,"downWeeks":28,"treynorReference":0.12535834,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"DDFL","lead":"DDFL"},"treynor":{"edge":"DDFL","lead":"DDFL"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DDFL":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":68,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.09615228}},"SPY":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":68,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.2282605}}}}