{"schemaVersion":1,"ticker":"FIW","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/fiw/","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, FIW against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/fiw/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"FIW","b":"IWV","window":{"from":"2007-05-18","to":"2026-10-23","firstReturn":"2007-05-25","weeklyReturns":1014,"years":19.43,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01537877,"perWeek":0.0002957456,"days":4861,"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":5.26912584,"b":5.73145278,"edge":"IWV (slight)","lead":"IWV"},"annualised":{"a":0.09870831,"b":0.10272474,"edge":"IWV (slight)","lead":"IWV"},"price":{"a":4.41781496,"b":3.88455432,"edge":"FIW","lead":"FIW"},"volatility":{"a":0.21670318,"b":0.18342917,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.15187986,"b":0.1295951,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.51028827,"b":-0.54971932,"edge":"FIW (slight)","lead":"FIW","aPeak":"2008-05-30","aTrough":"2009-03-06","bPeak":"2007-10-12","bTrough":"2009-03-06"},"excess":{"a":0.10241768,"b":0.09946618,"edge":"FIW (slight)","lead":"FIW"},"sharpe":{"a":0.47261732,"b":0.54225933,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.67433347,"b":0.76751498,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.19343637,"b":0.18686762,"edge":"FIW (slight)","lead":"FIW"}},"relative":{"FIW":{"on":"IWV","beta":1.05783746,"r2":0.80175951,"alpha":-0.00280137,"alphaT":-0.12778708,"alphaLow":-0.04581956,"alphaHigh":0.04021681,"upsideCapture":1.06945704,"downsideCapture":1.03549512,"treynor":0.09681797,"trackingError":0.09706688,"informationRatio":0.03040683,"upWeeks":586,"downWeeks":426,"treynorReference":0.09946618,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"FIW (slight)","lead":"FIW"},"downsideCapture":{"edge":"IWV (slight)","lead":"IWV"},"treynor":{"edge":"IWV (slight)","lead":"IWV"},"informationRatio":{"edge":null,"lead":"FIW","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FIW":{"kept":"2026-10-26","distributions":67,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":1014,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":5.26912584}},"IWV":{"kept":"2026-10-26","distributions":79,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1014,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":5.73145278}}}}