{"schemaVersion":1,"ticker":"GARP","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/garp/","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, GARP against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/garp/"},"benchmark":{"ticker":"PBUS","name":"MSCI USA Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"GARP","b":"PBUS","window":{"from":"2020-01-24","to":"2026-10-23","firstReturn":"2020-01-31","weeklyReturns":352,"years":6.75,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02950811,"perWeek":0.0005674637,"days":1689,"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":2.32425303,"b":1.53857958,"edge":"GARP","lead":"GARP"},"annualised":{"a":0.19417629,"b":0.14754333,"edge":"GARP","lead":"GARP"},"price":{"a":2.15440419,"b":1.31585347,"edge":"GARP","lead":"GARP"},"volatility":{"a":0.22297888,"b":0.19030913,"edge":"PBUS","lead":"PBUS"},"downsideDeviation":{"a":0.14860959,"b":0.1307325,"edge":"PBUS","lead":"PBUS"},"maxDrawdown":{"a":-0.30080701,"b":-0.31606953,"edge":"GARP (slight)","lead":"GARP","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.1731088,"b":0.12648472,"edge":"GARP","lead":"GARP"},"sharpe":{"a":0.77634617,"b":0.66462769,"edge":"GARP","lead":"GARP"},"sortino":{"a":1.16485617,"b":0.96750787,"edge":"GARP","lead":"GARP"},"calmar":{"a":0.64551781,"b":0.46680656,"edge":"GARP","lead":"GARP"}},"relative":{"GARP":{"on":"PBUS","beta":1.10052242,"r2":0.88224576,"alpha":0.03390953,"alphaT":1.14651001,"alphaLow":-0.02426011,"alphaHigh":0.09207917,"upsideCapture":1.33948733,"downsideCapture":1.0900733,"treynor":0.15729693,"trackingError":0.07887117,"informationRatio":0.59114227,"upWeeks":199,"downWeeks":153,"treynorReference":0.12648472,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"GARP","lead":"GARP"},"downsideCapture":{"edge":"PBUS (slight)","lead":"PBUS"},"treynor":{"edge":"GARP","lead":"GARP"},"informationRatio":{"edge":null,"lead":"GARP","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GARP":{"kept":"2026-10-26","distributions":28,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":352,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.32425303}},"PBUS":{"kept":"2026-10-26","distributions":27,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":352,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.53857958}}}}