{"schemaVersion":1,"ticker":"EVX","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/evx/","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, EVX against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/evx/"},"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":0.2699,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":8.79258553,"ref":12.22119582,"gap":-3.42861029}},"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":"EVX","b":"ACWI","window":{"from":"2008-04-04","to":"2026-10-30","firstReturn":"2008-04-11","weeklyReturns":969,"years":18.57,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.01447024,"perWeek":0.0002782738,"days":4647,"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":3.62922836,"b":3.30977045,"edge":"EVX (slight)","lead":"EVX"},"annualised":{"a":0.08570933,"b":0.08155118,"edge":"EVX (slight)","lead":"EVX"},"price":{"a":2.99581764,"b":2.03178674,"edge":"EVX","lead":"EVX"},"volatility":{"a":0.21372524,"b":0.18503243,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.15206901,"b":0.13242169,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.54644396,"b":-0.55314745,"edge":"Tie","aPeak":"2008-06-06","aTrough":"2009-03-06","bPeak":"2008-05-16","bTrough":"2009-03-06"},"excess":{"a":0.09091876,"b":0.0812904,"edge":"EVX","lead":"EVX"},"sharpe":{"a":0.42540021,"b":0.43933057,"edge":"ACWI (slight)","lead":"ACWI"},"sortino":{"a":0.59787828,"b":0.61387527,"edge":"ACWI (slight)","lead":"ACWI"},"calmar":{"a":0.15684925,"b":0.14743117,"edge":"EVX (slight)","lead":"EVX"}},"relative":{"EVX":{"on":"ACWI","beta":0.93923022,"r2":0.66119289,"alpha":0.01456836,"alphaT":0.50432331,"alphaLow":-0.04211997,"alphaHigh":0.07125669,"upsideCapture":0.85418085,"downsideCapture":0.91829528,"treynor":0.09680136,"trackingError":0.12491048,"informationRatio":0.07708208,"upWeeks":553,"downWeeks":413,"treynorReference":0.0812904,"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":"EVX (slight)","lead":"EVX"},"treynor":{"edge":"EVX","lead":"EVX"},"informationRatio":{"edge":null,"lead":"EVX","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EVX":{"kept":"2026-11-01","distributions":18,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":969,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.62922836}},"ACWI":{"kept":"2026-11-01","distributions":38,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":969,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.30977045}}}}}