{"schemaVersion":1,"ticker":"FFIU","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ffiu/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, FFIU against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/ffiu/"},"benchmark":{"ticker":"AGG","name":"Bloomberg U.S. Aggregate Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"FFIU","b":"AGG","window":{"from":"2017-09-01","to":"2026-11-05","firstReturn":"2017-09-08","weeklyReturns":479,"years":9.18,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.02684969,"perWeek":0.0005163403,"days":2294,"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":0.14312704,"b":0.14533783,"edge":"Tie"},"annualised":{"a":0.01462769,"b":0.01484053,"edge":"Tie"},"price":{"a":-0.1538004,"b":-0.12139674,"edge":"AGG","lead":"AGG"},"volatility":{"a":0.06795951,"b":0.05393325,"edge":"AGG","lead":"AGG"},"downsideDeviation":{"a":0.04928182,"b":0.03903937,"edge":"AGG","lead":"AGG"},"maxDrawdown":{"a":-0.20105478,"b":-0.18178373,"edge":"AGG (slight)","lead":"AGG","aPeak":"2021-07-30","aTrough":"2022-10-21","bPeak":"2020-08-07","bTrough":"2022-10-21"},"excess":{"a":-0.01001887,"b":-0.01066464,"edge":"FFIU (slight)","lead":"FFIU"},"sharpe":{"a":-0.14742405,"b":-0.19773784,"edge":"FFIU","lead":"FFIU"},"sortino":{"a":-0.2032974,"b":-0.27317668,"edge":"FFIU","lead":"FFIU"},"calmar":{"a":0.07275474,"b":0.08163838,"edge":"AGG (slight)","lead":"AGG"}},"relative":{"FFIU":{"on":"AGG","beta":1.0719623,"r2":0.72372197,"alpha":0.00141323,"alphaT":0.11990509,"alphaLow":-0.02174616,"alphaHigh":0.02457262,"upsideCapture":1.01306419,"downsideCapture":1.01531216,"treynor":-0.00934629,"trackingError":0.03593121,"informationRatio":0.01797265,"upWeeks":253,"downWeeks":221,"treynorReference":-0.01066464,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"FFIU","lead":"FFIU"},"informationRatio":{"edge":null,"lead":"FFIU","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FFIU":{"kept":"2026-11-10","distributions":85,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":479,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.14312704}},"AGG":{"kept":"2026-11-10","distributions":110,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":479,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.14533783}}}}