{"schemaVersion":1,"ticker":"DJIA","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/djia/","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, DJIA against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/djia/"},"benchmark":{"ticker":"DIA","name":"Dow Jones Industrial Average (DIA)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":70.46,"date":"2026-09-24","url":"https://assets.ctfassets.net/9gigg57dwmx9/6EjxOXTDxAhjIknVhqkIsi/442227c6b77b26fe2ffea455047da676/DJIA_Form-19a_09242026.docx"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":77.4,"from":"2026-08-27","to":"2026-09-24","notices":2,"distributions":13,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":0.0,"fiscalYearEnd":"2025-10-31","filed":"2026-01-09","url":"https://www.sec.gov/Archives/edgar/data/1432353/000093041326000081/c114720_ncsr.htm"}},"kind":"benchmark","a":"DJIA","b":"DIA","window":{"from":"2022-03-04","to":"2026-10-30","firstReturn":"2022-03-11","weeklyReturns":243,"years":4.66,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04219605,"perWeek":0.0008114625,"days":1165,"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":0.42583233,"b":0.66571389,"edge":"DIA","lead":"DIA"},"annualised":{"a":0.07887066,"b":0.11537438,"edge":"DIA","lead":"DIA"},"price":{"a":-0.08339178,"b":0.53692751,"edge":"DIA","lead":"DIA"},"volatility":{"a":0.10067793,"b":0.14548681,"edge":"DJIA","lead":"DJIA"},"downsideDeviation":{"a":0.07357334,"b":0.09730253,"edge":"DJIA","lead":"DJIA"},"maxDrawdown":{"a":-0.16224405,"b":-0.16734807,"edge":"DJIA (slight)","lead":"DJIA","aPeak":"2022-04-14","aTrough":"2022-09-30","bPeak":"2022-03-25","bTrough":"2022-09-30"},"excess":{"a":0.03884605,"b":0.07763774,"edge":"DIA","lead":"DIA"},"sharpe":{"a":0.3858447,"b":0.53364108,"edge":"DIA","lead":"DIA"},"sortino":{"a":0.52799078,"b":0.79790051,"edge":"DIA","lead":"DIA"},"calmar":{"a":0.48612358,"b":0.6894276,"edge":"DIA","lead":"DIA"}},"relative":{"DJIA":{"on":"DIA","beta":0.59620369,"r2":0.7422804,"alpha":-0.00744186,"alphaT":-0.31324557,"alphaLow":-0.05424027,"alphaHigh":0.03935655,"upsideCapture":0.47826221,"downsideCapture":0.6362889,"treynor":0.06515566,"trackingError":0.0778683,"informationRatio":-0.49817053,"upWeeks":134,"downWeeks":109,"treynorReference":0.07763774,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"DIA","lead":"DIA"},"downsideCapture":{"edge":"DJIA","lead":"DJIA"},"treynor":{"edge":"DIA","lead":"DIA"},"informationRatio":{"edge":null,"lead":"DIA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DJIA":{"kept":"2026-11-01","distributions":57,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":243,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.42583233}},"DIA":{"kept":"2026-11-01","distributions":56,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":243,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.66571389}}}}