{"schemaVersion":1,"ticker":"DPST","asOf":"2026-10-26","desk":"leverage","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/dpst/","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, DPST against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/dpst/"},"benchmark":{"ticker":"KRE","name":"Regional Banks","tier":1,"kind":"underlying","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"DPST","b":"KRE","window":{"from":"2015-08-28","to":"2026-10-23","firstReturn":"2015-09-04","weeklyReturns":582,"years":11.15,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02277934,"perWeek":0.0004380642,"days":2788,"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":-0.77159146,"b":1.35217645,"edge":"KRE","lead":"KRE"},"annualised":{"a":-0.12359909,"b":0.07941823,"edge":"KRE","lead":"KRE"},"price":{"a":-0.80354973,"b":0.78034398,"edge":"KRE","lead":"KRE"},"volatility":{"a":0.91476212,"b":0.30297746,"edge":"KRE","lead":"KRE"},"downsideDeviation":{"a":0.6155812,"b":0.20838155,"edge":"KRE","lead":"KRE"},"maxDrawdown":{"a":-0.97704616,"b":-0.5263977,"edge":"KRE","lead":"KRE","aPeak":"2018-03-09","aTrough":"2023-05-12","bPeak":"2018-06-08","bTrough":"2020-04-03"},"excess":{"a":0.27090553,"b":0.09955521,"edge":"DPST","lead":"DPST"},"sharpe":{"a":0.29614861,"b":0.3285895,"edge":"KRE (slight)","lead":"KRE"},"sortino":{"a":0.4400809,"b":0.47775445,"edge":"KRE (slight)","lead":"KRE"},"calmar":{"a":-0.12650281,"b":0.15087117,"edge":"KRE","lead":"KRE"}},"relative":{"DPST":{"on":"KRE","beta":2.99258665,"r2":0.9824213,"alpha":-0.02702207,"alphaT":-0.74396347,"alphaLow":-0.09836028,"alphaHigh":0.04431615,"upsideCapture":null,"downsideCapture":1.24674087,"treynor":0.09052554,"trackingError":0.6157711,"informationRatio":0.27826951,"upWeeks":310,"downWeeks":269,"heldOut":{"upsideCapture":{"value":18.3629,"bound":9.0,"arithmetic":2.9051,"scale":3.0,"reason":"upside capture held out for DPST: 18.4 is past 9, 3 times the fund's stated daily multiple over its reference's; the same weeks' own ratio is 2.91"}},"treynorReference":0.09955521,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"downsideCapture":{"edge":"KRE","lead":"KRE"},"treynor":{"edge":"KRE (slight)","lead":"KRE"},"informationRatio":{"edge":null,"lead":"DPST","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DPST":{"kept":"2026-10-26","distributions":37,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2017-03-21","amount":0.10297,"vendor":0.122852},{"ex":"2019-03-19","amount":0.14902,"vendor":0.161457},{"ex":"2019-09-24","amount":0.1749,"vendor":0.182532},{"ex":"2020-03-24","amount":0.0407,"vendor":0.030908},{"ex":"2020-09-22","amount":0.22018,"vendor":0.237486},{"ex":"2021-03-23","amount":0.42563,"vendor":0.473921},{"ex":"2021-12-21","amount":0.06667,"vendor":0.061048},{"ex":"2022-03-22","amount":0.089,"vendor":0.084773},{"ex":"2023-03-21","amount":0.03638,"vendor":0.031235},{"ex":"2023-06-21","amount":0.46049,"vendor":0.481707},{"ex":"2024-09-24","amount":0.49313,"vendor":0.513572},{"ex":"2026-06-23","amount":0.671,"vendor":0.641093}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":582,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.77159146}},"KRE":{"kept":"2026-10-26","distributions":45,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-23","amount":0.337109,"vendor":0.364972},{"ex":"2020-09-21","amount":0.357243,"vendor":0.37471}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":582,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.35217645}}}}