{"schemaVersion":1,"ticker":"FRDM","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/frdm/","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, FRDM against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/frdm/"},"benchmark":{"ticker":"GSEE","name":"Solactive GBS Emerging Markets Large & Mid Cap Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"FRDM","b":"GSEE","window":{"from":"2020-05-22","to":"2026-10-30","firstReturn":"2020-05-29","weeklyReturns":336,"years":6.44,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03075531,"perWeek":0.0005914482,"days":1611,"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":2.40761294,"b":0.92409368,"edge":"FRDM","lead":"FRDM"},"annualised":{"a":0.20893518,"b":0.10659165,"edge":"FRDM","lead":"FRDM"},"price":{"a":1.91962898,"b":0.57824161,"edge":"FRDM","lead":"FRDM"},"volatility":{"a":0.21962079,"b":0.17894231,"edge":"GSEE","lead":"GSEE"},"downsideDeviation":{"a":0.14321276,"b":0.12142134,"edge":"GSEE","lead":"GSEE"},"maxDrawdown":{"a":-0.28680228,"b":-0.36918737,"edge":"FRDM","lead":"FRDM","aPeak":"2021-09-03","aTrough":"2022-10-14","bPeak":"2021-02-12","bTrough":"2022-10-14"},"excess":{"a":0.18332228,"b":0.08658511,"edge":"FRDM","lead":"FRDM"},"sharpe":{"a":0.8347219,"b":0.48387161,"edge":"FRDM","lead":"FRDM"},"sortino":{"a":1.28006951,"b":0.7130963,"edge":"FRDM","lead":"FRDM"},"calmar":{"a":0.72849902,"b":0.28871967,"edge":"FRDM","lead":"FRDM"}},"relative":{"FRDM":{"on":"GSEE","beta":1.08546129,"r2":0.78218209,"alpha":0.0893375,"alphaT":2.20726226,"alphaLow":0.00972074,"alphaHigh":0.16895427,"upsideCapture":1.29067378,"downsideCapture":1.00586436,"treynor":0.16888883,"trackingError":0.10363368,"informationRatio":0.93345308,"upWeeks":185,"downWeeks":151,"treynorReference":0.08658511,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"FRDM","lead":"FRDM"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"FRDM","lead":"FRDM"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"FRDM","lead":"FRDM"},"informationRatio":{"edge":null,"lead":"FRDM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FRDM":{"kept":"2026-11-01","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":336,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.40761294}},"GSEE":{"kept":"2026-11-01","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":336,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.92409368}}}}