{"schemaVersion":1,"ticker":"EFAA","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/efaa/","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, EFAA against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/efaa/"},"benchmark":{"ticker":"EFA","name":"MSCI EAFE Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"EFAA","b":"EFA","window":{"from":"2024-07-26","to":"2026-10-30","firstReturn":"2024-08-02","weeklyReturns":118,"years":2.26,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04137862,"perWeek":0.0007957427,"days":566,"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":0.33167097,"b":0.38818771,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.13453785,"b":0.15551019,"edge":"EFA","lead":"EFA"},"price":{"a":0.1058163,"b":0.30172522,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.11879788,"b":0.15545604,"edge":"EFAA","lead":"EFAA"},"downsideDeviation":{"a":0.08581846,"b":0.11072618,"edge":"EFAA","lead":"EFAA"},"maxDrawdown":{"a":-0.09594843,"b":-0.11188081,"edge":"EFAA","lead":"EFAA","aPeak":"2026-02-20","aTrough":"2026-03-20","bPeak":"2026-02-27","bTrough":"2026-03-20"},"excess":{"a":0.09206381,"b":0.11546998,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.7749617,"b":0.74278216,"edge":"EFAA (slight)","lead":"EFAA"},"sortino":{"a":1.07277396,"b":1.04284263,"edge":"EFAA (slight)","lead":"EFAA"},"calmar":{"a":1.40218906,"b":1.38996302,"edge":"Tie"}},"relative":{"EFAA":{"on":"EFA","beta":0.75567885,"r2":0.97785035,"alpha":0.00480559,"alphaT":0.40552568,"alphaLow":-0.01866535,"alphaHigh":0.02827653,"upsideCapture":0.69358696,"downsideCapture":0.80891744,"treynor":0.12182927,"trackingError":0.04189473,"informationRatio":-0.55869015,"upWeeks":72,"downWeeks":46,"treynorReference":0.11546998,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"EFAA","lead":"EFAA"},"treynor":{"edge":"EFAA (slight)","lead":"EFAA"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EFAA":{"kept":"2026-11-01","distributions":26,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":118,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.33167097}},"EFA":{"kept":"2026-11-01","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":118,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.38818771}}}}