{"schemaVersion":1,"ticker":"FV","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/fv/","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, FV against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/fv/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"FV","b":"VOO","window":{"from":"2014-03-14","to":"2026-10-30","firstReturn":"2014-03-21","weeklyReturns":659,"years":12.63,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02019627,"perWeek":0.0003883897,"days":3160,"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":3.10495204,"b":4.10467011,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.11787841,"b":0.13727087,"edge":"VOO","lead":"VOO"},"price":{"a":2.87351575,"b":3.10571412,"edge":"VOO (slight)","lead":"VOO"},"volatility":{"a":0.19374608,"b":0.16229078,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.13679518,"b":0.11285202,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.3268206,"b":-0.31777419,"edge":"VOO (slight)","lead":"VOO","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.11024944,"b":0.12185476,"edge":"VOO (slight)","lead":"VOO"},"sharpe":{"a":0.56904091,"b":0.75084216,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.80594541,"b":1.07977471,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.36068231,"b":0.43197614,"edge":"VOO","lead":"VOO"}},"relative":{"FV":{"on":"VOO","beta":1.0479163,"r2":0.77050422,"alpha":-0.01744414,"alphaT":-0.66495919,"alphaLow":-0.06895556,"alphaHigh":0.03406727,"upsideCapture":1.04560195,"downsideCapture":1.05446459,"treynor":0.10520825,"trackingError":0.09314064,"informationRatio":-0.12459987,"upWeeks":385,"downWeeks":273,"treynorReference":0.12185476,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"FV (slight)","lead":"FV"},"downsideCapture":{"edge":"VOO (slight)","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FV":{"kept":"2026-11-01","distributions":40,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":1,"agree":1},"vendor":{"weeks":659,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.10495204}},"VOO":{"kept":"2026-11-01","distributions":51,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":659,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.10467011}}}}