{"schemaVersion":1,"ticker":"FENI","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/feni/","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, FENI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/feni/"},"benchmark":{"ticker":"EFA","name":"MSCI EAFE Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"FENI","b":"EFA","window":{"from":"2023-12-01","to":"2026-10-23","firstReturn":"2023-12-08","weeklyReturns":151,"years":2.89,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04417151,"perWeek":0.0008494521,"days":723,"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":0.68204961,"b":0.54126265,"edge":"FENI","lead":"FENI"},"annualised":{"a":0.19611325,"b":0.16064457,"edge":"FENI","lead":"FENI"},"price":{"a":0.54685039,"b":0.40243236,"edge":"FENI","lead":"FENI"},"volatility":{"a":0.14483307,"b":0.14504471,"edge":"Tie"},"downsideDeviation":{"a":0.10190773,"b":0.10299419,"edge":"Tie"},"maxDrawdown":{"a":-0.1121309,"b":-0.11188081,"edge":"Tie","aPeak":"2025-03-07","aTrough":"2025-04-04","bPeak":"2026-02-27","bTrough":"2026-03-20"},"excess":{"a":0.14573826,"b":0.11556671,"edge":"FENI","lead":"FENI"},"sharpe":{"a":1.00624991,"b":0.79676608,"edge":"FENI","lead":"FENI"},"sortino":{"a":1.43010014,"b":1.1220702,"edge":"FENI","lead":"FENI"},"calmar":{"a":1.74896716,"b":1.43585455,"edge":"FENI","lead":"FENI"}},"relative":{"FENI":{"on":"EFA","beta":0.98955485,"r2":0.98208275,"alpha":0.03137867,"alphaT":2.73220301,"alphaLow":0.00868465,"alphaHigh":0.05407268,"upsideCapture":1.05266403,"downsideCapture":0.97423716,"treynor":0.14727659,"trackingError":0.01944579,"informationRatio":1.55157302,"upWeeks":94,"downWeeks":57,"treynorReference":0.11556671,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"FENI","lead":"FENI"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"FENI (slight)","lead":"FENI"},"downsideCapture":{"edge":"FENI (slight)","lead":"FENI"},"treynor":{"edge":"FENI","lead":"FENI"},"informationRatio":{"edge":null,"lead":"FENI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FENI":{"kept":"2026-10-26","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":151,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.68204961}},"EFA":{"kept":"2026-10-26","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":151,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.54126265}}}}