{"schemaVersion":1,"ticker":"FOCT","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/foct/","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, FOCT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/foct/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"FOCT","b":"SPY","window":{"from":"2020-10-30","to":"2026-10-23","firstReturn":"2020-11-06","weeklyReturns":312,"years":5.98,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03291371,"perWeek":0.000632956,"days":1495,"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":0.90218341,"b":1.52404364,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.1131202,"b":0.16685299,"edge":"SPY","lead":"SPY"},"price":{"a":0.90218341,"b":1.32734121,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.1002308,"b":0.15787639,"edge":"FOCT","lead":"FOCT"},"downsideDeviation":{"a":0.06455565,"b":0.10242421,"edge":"FOCT","lead":"FOCT"},"maxDrawdown":{"a":-0.13672732,"b":-0.23927987,"edge":"FOCT","lead":"FOCT","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.07936048,"b":0.13402942,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.79177735,"b":0.84895161,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.22933433,"b":1.3085717,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":0.82734159,"b":0.69731311,"edge":"FOCT","lead":"FOCT"}},"relative":{"FOCT":{"on":"SPY","beta":0.607315,"r2":0.91508197,"alpha":-0.0020376,"alphaT":-0.16943185,"alphaLow":-0.02570063,"alphaHigh":0.02162543,"upsideCapture":0.4910453,"downsideCapture":0.66139753,"treynor":0.13067433,"trackingError":0.06853153,"informationRatio":-0.79771955,"upWeeks":176,"downWeeks":136,"treynorReference":0.13402942,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"FOCT","lead":"FOCT"},"treynor":{"edge":"SPY (slight)","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FOCT":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":312,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.90218341}},"SPY":{"kept":"2026-10-26","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":312,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.52404364}}}}