{"schemaVersion":1,"ticker":"DLAG","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/dlag/","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, DLAG against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/dlag/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DLAG","b":"SPY","window":{"from":"2025-10-03","to":"2026-10-30","firstReturn":"2025-10-10","weeklyReturns":56,"years":1.07,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03799703,"perWeek":0.000730712,"days":269,"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":0.09507657,"b":0.14143596,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.08799531,"b":0.13070124,"edge":"SPY","lead":"SPY"},"price":{"a":0.09507657,"b":0.12927183,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.05450343,"b":0.12093495,"edge":"DLAG","lead":"DLAG"},"downsideDeviation":{"a":0.03168022,"b":0.07226934,"edge":"DLAG","lead":"DLAG"},"maxDrawdown":{"a":-0.03888336,"b":-0.08388653,"edge":"DLAG","lead":"DLAG","aPeak":"2026-02-06","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.04786065,"b":0.09211784,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.87812179,"b":0.76171399,"edge":"DLAG","lead":"DLAG"},"sortino":{"a":1.51074246,"b":1.27464624,"edge":"DLAG","lead":"DLAG"},"calmar":{"a":2.26305821,"b":1.55807195,"edge":"DLAG","lead":"DLAG"}},"relative":{"DLAG":{"on":"SPY","beta":0.42454246,"r2":0.88735678,"alpha":0.00875271,"alphaT":0.48923909,"alphaLow":-0.0271155,"alphaHigh":0.04462093,"upsideCapture":0.37518559,"downsideCapture":0.44314116,"treynor":0.11273466,"trackingError":0.07195691,"informationRatio":-0.61505138,"upWeeks":31,"downWeeks":25,"treynorReference":0.09211784,"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":"DLAG","lead":"DLAG"},"treynor":{"edge":"DLAG","lead":"DLAG"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DLAG":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":56,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.09507657}},"SPY":{"kept":"2026-11-01","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":56,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.14143596}}}}