{"schemaVersion":1,"ticker":"EHLS","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ehls/","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, EHLS against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ehls/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"EHLS","b":"VOO","window":{"from":"2024-04-12","to":"2026-10-30","firstReturn":"2024-04-19","weeklyReturns":133,"years":2.55,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04277962,"perWeek":0.0008226851,"days":638,"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":0.21297439,"b":0.52588952,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.07841047,"b":0.17965059,"edge":"VOO","lead":"VOO"},"price":{"a":0.20092778,"b":0.47967289,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.16246411,"b":0.14516125,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.1146757,"b":0.09483354,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.18681789,"b":-0.1668507,"edge":"VOO","lead":"VOO","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.04588341,"b":0.13318528,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.28242184,"b":0.91749881,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.40011455,"b":1.40441117,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.41971609,"b":1.07671463,"edge":"VOO","lead":"VOO"}},"relative":{"EHLS":{"on":"VOO","beta":0.73916327,"r2":0.43618155,"alpha":-0.05256225,"alphaT":-0.68093609,"alphaLow":-0.20526479,"alphaHigh":0.10014029,"upsideCapture":0.50803322,"downsideCapture":0.763512,"treynor":0.0620748,"trackingError":0.12773172,"informationRatio":-0.68347835,"upWeeks":77,"downWeeks":56,"treynorReference":0.13318528,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"EHLS","lead":"EHLS"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EHLS":{"kept":"2026-11-01","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":133,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.21297439}},"VOO":{"kept":"2026-11-01","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":133,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.52588952}}}}