{"schemaVersion":1,"ticker":"FLSP","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/flsp/","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, FLSP against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/flsp/"},"benchmark":{"ticker":null,"name":null,"tier":null,"kind":null,"basisOnPage":null,"basisHere":"total"},"stated":{"index":"Russell 3000 Index","namedIn":"its shareholder report","status":"priced","via":"IWV","r2":0.0004,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":12.44657329,"ref":12.3751596,"gap":0.07141369}},"absent":"no ETF prices its benchmark (none named)","notMeasured":"no priced benchmark","secondary":{"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"FLSP","b":"IWV","window":{"from":"2020-01-03","to":"2026-10-30","firstReturn":"2020-01-10","weeklyReturns":356,"years":6.82,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02942758,"perWeek":0.0005659149,"days":1708,"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":0.36192347,"b":1.47491341,"edge":"IWV","lead":"IWV"},"annualised":{"a":0.04615332,"b":0.14152728,"edge":"IWV","lead":"IWV"},"price":{"a":0.15797818,"b":1.2728766,"edge":"IWV","lead":"IWV"},"volatility":{"a":0.08135019,"b":0.19272363,"edge":"FLSP","lead":"FLSP"},"downsideDeviation":{"a":0.05683443,"b":0.13336617,"edge":"FLSP","lead":"FLSP"},"maxDrawdown":{"a":-0.18835259,"b":-0.32721016,"edge":"FLSP","lead":"FLSP","aPeak":"2020-02-07","aTrough":"2021-02-26","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.01901123,"b":0.12179301,"edge":"IWV","lead":"IWV"},"sharpe":{"a":0.23369622,"b":0.63195681,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.33450206,"b":0.91322266,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.24503683,"b":0.43252714,"edge":"IWV","lead":"IWV"}},"relative":{"FLSP":{"on":"IWV","beta":0.08589785,"r2":0.04141115,"alpha":0.00854948,"alphaT":0.27938911,"alphaLow":-0.05163236,"alphaHigh":0.06873132,"upsideCapture":0.05822377,"downsideCapture":0.02973445,"treynor":0.22132374,"trackingError":0.19333739,"informationRatio":-0.53161871,"upWeeks":200,"downWeeks":156,"treynorReference":0.12179301,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWV","lead":"IWV"},"downsideCapture":{"edge":"FLSP","lead":"FLSP"},"treynor":{"edge":"FLSP","lead":"FLSP"},"informationRatio":{"edge":null,"lead":"IWV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FLSP":{"kept":"2026-11-01","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2022-12-12","amount":0.462414,"vendor":0.438405}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":356,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.36192347}},"IWV":{"kept":"2026-11-01","distributions":27,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":356,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.47491341}}}}}