{"schemaVersion":1,"ticker":"EOCT","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/eoct/","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, EOCT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/eoct/"},"benchmark":{"ticker":"EEM","name":"EEM","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"EOCT","b":"EEM","window":{"from":"2021-10-08","to":"2026-10-23","firstReturn":"2021-10-15","weeklyReturns":263,"years":5.04,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0389892,"perWeek":0.0007497923,"days":1259,"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":0.35227345,"b":0.37315772,"edge":"EEM (slight)","lead":"EEM"},"annualised":{"a":0.06148509,"b":0.06470647,"edge":"EEM (slight)","lead":"EEM"},"price":{"a":0.35227345,"b":0.2201889,"edge":"EOCT","lead":"EOCT"},"volatility":{"a":0.10766866,"b":0.18521479,"edge":"EOCT","lead":"EOCT"},"downsideDeviation":{"a":0.0764165,"b":0.13154453,"edge":"EOCT","lead":"EOCT"},"maxDrawdown":{"a":-0.19679858,"b":-0.32689895,"edge":"EOCT","lead":"EOCT","aPeak":"2021-11-12","aTrough":"2022-10-14","bPeak":"2021-10-22","bTrough":"2022-10-14"},"excess":{"a":0.02649131,"b":0.0408766,"edge":"EEM","lead":"EEM"},"sharpe":{"a":0.24604476,"b":0.22069838,"edge":"EOCT","lead":"EOCT"},"sortino":{"a":0.34667003,"b":0.31074347,"edge":"EOCT","lead":"EOCT"},"calmar":{"a":0.31242649,"b":0.19794028,"edge":"EOCT","lead":"EOCT"}},"relative":{"EOCT":{"on":"EEM","beta":0.54688206,"r2":0.88503411,"alpha":0.00413663,"alphaT":0.25422283,"alphaLow":-0.02790383,"alphaHigh":0.03617709,"upsideCapture":0.47683732,"downsideCapture":0.69062793,"treynor":0.04844063,"trackingError":0.09152054,"informationRatio":-0.15718104,"upWeeks":149,"downWeeks":110,"treynorReference":0.0408766,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EEM","lead":"EEM"},"downsideCapture":{"edge":"EOCT","lead":"EOCT"},"treynor":{"edge":"EOCT","lead":"EOCT"},"informationRatio":{"edge":null,"lead":"EEM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EOCT":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":263,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.35227345}},"EEM":{"kept":"2026-10-26","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":263,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.37315772}}}}