{"schemaVersion":1,"ticker":"EVMT","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/evmt/","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, EVMT against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/evmt/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"MSCI ACWI Index","namedIn":"its shareholder report","status":"priced","via":"ACWI","r2":0.1994,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":5.71829843,"ref":12.22119582,"gap":-6.50289739}},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"EVMT","b":"ACWI","window":{"from":"2022-05-06","to":"2026-10-30","firstReturn":"2022-05-13","weeklyReturns":234,"years":4.48,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04359893,"perWeek":0.000838441,"days":1121,"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":-0.28297504,"b":0.85930195,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":-0.07125496,"b":0.14777177,"edge":"ACWI","lead":"ACWI"},"price":{"a":-0.4218957,"b":0.7217257,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.19147839,"b":0.15159105,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.14092162,"b":0.10192957,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.43690622,"b":-0.16254722,"edge":"ACWI","lead":"ACWI","aPeak":"2022-05-06","aTrough":"2025-01-03","bPeak":"2022-08-12","bTrough":"2022-10-14"},"excess":{"a":-0.09921871,"b":0.1058648,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":-0.51817185,"b":0.69835782,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":-0.7040702,"b":1.03860733,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":-0.16308984,"b":0.90910056,"edge":"ACWI","lead":"ACWI"}},"relative":{"EVMT":{"on":"ACWI","beta":0.5109716,"r2":0.1636444,"alpha":-0.15331262,"alphaT":-1.84458707,"alphaLow":-0.31706902,"alphaHigh":0.01044379,"upsideCapture":0.22187449,"downsideCapture":0.7276828,"treynor":-0.19417657,"trackingError":0.1901571,"informationRatio":-1.07849516,"upWeeks":137,"downWeeks":97,"treynorReference":0.1058648,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWI","lead":"ACWI"},"downsideCapture":{"edge":"EVMT","lead":"EVMT"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EVMT":{"kept":"2026-11-01","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":9},"vendor":{"weeks":234,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.28297504}},"ACWI":{"kept":"2026-11-01","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":234,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.85930195}}}}}