{"schemaVersion":1,"ticker":"FTKI","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ftki/","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, FTKI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ftki/"},"benchmark":{"ticker":"IWM","name":"Russell 2000 (IWM)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":92.75,"date":"2026-09-30","url":"https://www.ftportfolios.com/Common/ContentFileLoader.aspx?ContentGUID=40585c17-3f7c-4dbd-bbc6-a84846d789b3"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":93.1,"from":"2026-05-29","to":"2026-09-30","notices":5,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":91.2,"fiscalYearEnd":"2025-12-31","filed":"2026-03-09","url":"https://www.sec.gov/Archives/edgar/data/1552740/000144554626001912/etf6_ncsr.htm"}},"kind":"benchmark","a":"FTKI","b":"IWM","window":{"from":"2025-03-07","to":"2026-10-23","firstReturn":"2025-03-14","weeklyReturns":85,"years":1.63,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03960562,"perWeek":0.0007616466,"days":409,"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":0.20880532,"b":0.3631549,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.12300765,"b":0.20867631,"edge":"IWM","lead":"IWM"},"price":{"a":0.00064462,"b":0.33891721,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.11324226,"b":0.17875993,"edge":"FTKI","lead":"FTKI"},"downsideDeviation":{"a":0.08824154,"b":0.11837526,"edge":"FTKI","lead":"FTKI"},"maxDrawdown":{"a":-0.09317017,"b":-0.11823247,"edge":"FTKI","lead":"FTKI","aPeak":"2025-03-07","aTrough":"2025-04-04","bPeak":"2025-03-07","bTrough":"2025-04-04"},"excess":{"a":0.08300157,"b":0.16615649,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.7329558,"b":0.92949515,"edge":"IWM","lead":"IWM"},"sortino":{"a":0.94061783,"b":1.40364198,"edge":"IWM","lead":"IWM"},"calmar":{"a":1.32024719,"b":1.76496618,"edge":"IWM","lead":"IWM"}},"relative":{"FTKI":{"on":"IWM","beta":0.47437895,"r2":0.56075625,"alpha":0.00418043,"alphaT":0.07020151,"alphaLow":-0.11426016,"alphaHigh":0.12262102,"upsideCapture":0.31513056,"downsideCapture":0.46992438,"treynor":0.17496892,"trackingError":0.12025496,"informationRatio":-0.69148844,"upWeeks":49,"downWeeks":36,"treynorReference":0.16615649,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM","lead":"IWM"},"downsideCapture":{"edge":"FTKI","lead":"FTKI"},"treynor":{"edge":"FTKI (slight)","lead":"FTKI"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FTKI":{"kept":"2026-10-26","distributions":19,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":85,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.20880532}},"IWM":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":85,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.3631549}}}}