{"schemaVersion":1,"ticker":"DDFS","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ddfs/","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, DDFS against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ddfs/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DDFS","b":"SPY","window":{"from":"2025-09-12","to":"2026-10-30","firstReturn":"2025-09-19","weeklyReturns":59,"years":1.13,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03808662,"perWeek":0.000732435,"days":284,"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":0.07562118,"b":0.16512954,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.0663583,"b":0.14419305,"edge":"SPY","lead":"SPY"},"price":{"a":0.07562118,"b":0.14954138,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.03253017,"b":0.11851566,"edge":"DDFS","lead":"DDFS"},"downsideDeviation":{"a":0.01952428,"b":0.07049441,"edge":"DDFS","lead":"DDFS"},"maxDrawdown":{"a":-0.02036672,"b":-0.08388653,"edge":"DDFS","lead":"DDFS","aPeak":"2026-02-06","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.02672114,"b":0.10364464,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.82142625,"b":0.87452279,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.36861056,"b":1.47025331,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":3.25817248,"b":1.71890603,"edge":"DDFS","lead":"DDFS"}},"relative":{"DDFS":{"on":"SPY","beta":0.24081358,"r2":0.76973406,"alpha":0.0017621,"alphaT":0.11831837,"alphaLow":-0.02806034,"alphaHigh":0.03158454,"upsideCapture":0.20901379,"downsideCapture":0.22541256,"treynor":0.11096192,"trackingError":0.09131953,"informationRatio":-0.84235547,"upWeeks":33,"downWeeks":26,"treynorReference":0.10364464,"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":"DDFS","lead":"DDFS"},"treynor":{"edge":"DDFS (slight)","lead":"DDFS"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DDFS":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":59,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.07562118}},"SPY":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":59,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.16512954}}}}