{"schemaVersion":1,"ticker":"FOWF","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/fowf/","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, FOWF against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/fowf/"},"benchmark":{"ticker":"URTH","name":"MSCI World Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"FOWF","b":"URTH","window":{"from":"2024-12-27","to":"2026-10-23","firstReturn":"2025-01-03","weeklyReturns":95,"years":1.82,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03996974,"perWeek":0.0007686488,"days":456,"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":0.42658789,"b":0.33103255,"edge":"FOWF","lead":"FOWF"},"annualised":{"a":0.21466955,"b":0.16943735,"edge":"FOWF","lead":"FOWF"},"price":{"a":0.40571622,"b":0.3017132,"edge":"FOWF","lead":"FOWF"},"volatility":{"a":0.16579374,"b":0.14390949,"edge":"URTH","lead":"URTH"},"downsideDeviation":{"a":0.10763011,"b":0.09533193,"edge":"URTH","lead":"URTH"},"maxDrawdown":{"a":-0.10418815,"b":-0.14863047,"edge":"FOWF","lead":"FOWF","aPeak":"2025-03-07","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.16849331,"b":0.12709953,"edge":"FOWF","lead":"FOWF"},"sharpe":{"a":1.01628274,"b":0.8831907,"edge":"FOWF","lead":"FOWF"},"sortino":{"a":1.56548495,"b":1.33323137,"edge":"FOWF","lead":"FOWF"},"calmar":{"a":2.06040278,"b":1.13999064,"edge":"FOWF","lead":"FOWF"}},"relative":{"FOWF":{"on":"URTH","beta":0.90310157,"r2":0.61449145,"alpha":0.05370953,"alphaT":0.69620422,"alphaLow":-0.09948759,"alphaHigh":0.20690666,"upsideCapture":0.82344777,"downsideCapture":0.7526272,"treynor":0.18657183,"trackingError":0.10388042,"informationRatio":0.39847534,"upWeeks":51,"downWeeks":44,"treynorReference":0.12709953,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"URTH","lead":"URTH"},"downsideCapture":{"edge":"FOWF","lead":"FOWF"},"treynor":{"edge":"FOWF","lead":"FOWF"},"informationRatio":{"edge":null,"lead":"FOWF","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FOWF":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":2,"agree":2},"vendor":{"weeks":95,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.42658789}},"URTH":{"kept":"2026-10-26","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":95,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.33103255}}}}