{"schemaVersion":1,"ticker":"FAN","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/fan/","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, FAN against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/fan/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"FAN","b":"IWV","window":{"from":"2008-07-03","to":"2026-10-30","firstReturn":"2008-07-11","weeklyReturns":956,"years":18.32,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.01443979,"perWeek":0.0002776883,"days":4584,"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":0.10092069,"b":6.90148549,"edge":"IWV","lead":"IWV"},"annualised":{"a":0.00524344,"b":0.11899809,"edge":"IWV","lead":"IWV"},"price":{"a":-0.22062022,"b":4.85610922,"edge":"IWV","lead":"IWV"},"volatility":{"a":0.25031295,"b":0.18356957,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.18528733,"b":0.12909975,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.7808413,"b":-0.47153783,"edge":"IWV","lead":"IWV","aPeak":"2008-07-03","aTrough":"2012-06-01","bPeak":"2008-08-15","bTrough":"2009-03-06"},"excess":{"a":0.0227509,"b":0.11511741,"edge":"IWV","lead":"IWV"},"sharpe":{"a":0.09088982,"b":0.62710509,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.12278713,"b":0.89169352,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.00671512,"b":0.25236171,"edge":"IWV","lead":"IWV"}},"relative":{"FAN":{"on":"IWV","beta":1.02396199,"r2":0.56390043,"alpha":-0.09512495,"alphaT":-2.45685961,"alphaLow":-0.17110745,"alphaHigh":-0.01914246,"upsideCapture":0.77164817,"downsideCapture":1.03592871,"treynor":0.0222185,"trackingError":0.16535977,"informationRatio":-0.55857911,"upWeeks":559,"downWeeks":395,"treynorReference":0.11511741,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"IWV","lead":"IWV"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"IWV","lead":"IWV"},"downsideCapture":{"edge":"IWV (slight)","lead":"IWV"},"treynor":{"edge":"IWV","lead":"IWV"},"informationRatio":{"edge":null,"lead":"IWV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FAN":{"kept":"2026-11-01","distributions":60,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":956,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.10092069}},"IWV":{"kept":"2026-11-01","distributions":74,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":956,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":6.90148549}}}}