{"schemaVersion":1,"ticker":"DECW","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/decw/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","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, DECW against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/decw/"},"benchmark":{"ticker":"SPY","name":"SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DECW","b":"SPY","window":{"from":"2022-12-09","to":"2026-10-23","firstReturn":"2022-12-16","weeklyReturns":202,"years":3.87,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04603368,"perWeek":0.000885263,"days":968,"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":0.50538147,"b":1.03552345,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11104282,"b":0.20077373,"edge":"SPY","lead":"SPY"},"price":{"a":0.48647705,"b":0.93238914,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06539612,"b":0.13889672,"edge":"DECW","lead":"DECW"},"downsideDeviation":{"a":0.04289104,"b":0.09013696,"edge":"DECW","lead":"DECW"},"maxDrawdown":{"a":-0.07821049,"b":-0.16877308,"edge":"DECW","lead":"DECW","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.06149854,"b":0.14686848,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.94040037,"b":1.05739342,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.43383165,"b":1.62939231,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.41979447,"b":1.18960754,"edge":"DECW","lead":"DECW"}},"relative":{"DECW":{"on":"SPY","beta":0.43375127,"r2":0.84871432,"alpha":-0.00220585,"alphaT":-0.16868422,"alphaLow":-0.02799199,"alphaHigh":0.02358028,"upsideCapture":0.36105475,"downsideCapture":0.47461543,"treynor":0.14178295,"trackingError":0.08266095,"informationRatio":-1.0327723,"upWeeks":117,"downWeeks":85,"treynorReference":0.14686848,"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":"DECW","lead":"DECW"},"treynor":{"edge":"SPY (slight)","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DECW":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":202,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.50538147}},"SPY":{"kept":"2026-10-26","distributions":16,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":202,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.03552345}}}}