{"schemaVersion":1,"ticker":"ETHA","asOf":"2026-10-26","desk":"crypto","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/etha/","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, ETHA against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/etha/"},"benchmark":{"ticker":"ethusd","name":"Ether","tier":1,"kind":"coin","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"ETHA","b":"Ether","window":{"from":"2024-08-02","to":"2026-10-23","firstReturn":"2024-08-09","weeklyReturns":116,"years":2.22,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04127734,"perWeek":0.000793795,"days":556,"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":-0.21074139,"b":-0.20500728,"edge":"Ether (slight)","lead":"Ether"},"annualised":{"a":-0.10065587,"b":-0.09773273,"edge":"Ether (slight)","lead":"Ether"},"price":{"a":-0.21074139,"b":-0.20500728,"edge":"Ether (slight)","lead":"Ether"},"volatility":{"a":0.63983852,"b":0.63644805,"edge":"Tie"},"downsideDeviation":{"a":0.43823514,"b":0.4372582,"edge":"Tie"},"maxDrawdown":{"a":-0.67559442,"b":-0.67460319,"edge":"Tie","aPeak":"2025-08-22","aTrough":"2026-06-05","bPeak":"2025-08-22","bTrough":"2026-06-26"},"excess":{"a":0.0556586,"b":0.05704446,"edge":"Ether (slight)","lead":"Ether"},"sharpe":{"a":0.0869885,"b":0.08962941,"edge":"Ether (slight)","lead":"Ether"},"sortino":{"a":0.12700624,"b":0.13045944,"edge":"Ether (slight)","lead":"Ether"},"calmar":{"a":-0.1489886,"b":-0.14487439,"edge":"Ether (slight)","lead":"Ether"}},"relative":{"ETHA":{"on":"Ether","beta":1.00505857,"r2":0.99946571,"alpha":-0.00167443,"alphaT":-0.16834646,"alphaLow":-0.02137802,"alphaHigh":0.01802917,"upsideCapture":1.01297974,"downsideCapture":1.00052929,"treynor":0.05537846,"trackingError":0.01513608,"informationRatio":-0.0915604,"upWeeks":59,"downWeeks":57,"treynorReference":0.05704446,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Ether (slight)","lead":"Ether"},"informationRatio":{"edge":null,"lead":"Ether","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ETHA":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":116,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.21074139}},"Ether":{"kept":"2026-10-26","basis":"close at 4pm New York (crypto.coin_closes_et)","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":116,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.20500728}}}}