{"schemaVersion":1,"ticker":"DDFO","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ddfo/","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, DDFO against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ddfo/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DDFO","b":"SPY","window":{"from":"2025-10-10","to":"2026-10-30","firstReturn":"2025-10-17","weeklyReturns":55,"years":1.05,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03796856,"perWeek":0.0007301646,"days":264,"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":0.08883691,"b":0.16973502,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.08379384,"b":0.15977469,"edge":"SPY","lead":"SPY"},"price":{"a":0.08883691,"b":0.1572693,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.03639523,"b":0.11915283,"edge":"DDFO","lead":"DDFO"},"downsideDeviation":{"a":0.02093488,"b":0.06877659,"edge":"DDFO","lead":"DDFO"},"maxDrawdown":{"a":-0.02467126,"b":-0.08388653,"edge":"DDFO","lead":"DDFO","aPeak":"2026-02-20","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.04320968,"b":0.11738514,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.1872348,"b":0.98516444,"edge":"DDFO","lead":"DDFO"},"sortino":{"a":2.0640044,"b":1.70676016,"edge":"DDFO","lead":"DDFO"},"calmar":{"a":3.39641454,"b":1.90465265,"edge":"DDFO","lead":"DDFO"}},"relative":{"DDFO":{"on":"SPY","beta":0.28051671,"r2":0.8434074,"alpha":0.01028119,"alphaT":0.72051776,"alphaLow":-0.01833913,"alphaHigh":0.0389015,"upsideCapture":0.24961667,"downsideCapture":0.25646817,"treynor":0.15403602,"trackingError":0.08692983,"informationRatio":-0.85327966,"upWeeks":31,"downWeeks":24,"treynorReference":0.11738514,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"DDFO","lead":"DDFO"},"treynor":{"edge":"DDFO","lead":"DDFO"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DDFO":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":55,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.08883691}},"SPY":{"kept":"2026-11-01","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":55,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.16973502}}}}