{"schemaVersion":1,"ticker":"GOCT","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/goct/","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, GOCT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/goct/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"GOCT","b":"SPY","window":{"from":"2023-11-03","to":"2026-10-23","firstReturn":"2023-11-10","weeklyReturns":155,"years":2.97,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04443019,"perWeek":0.0008544267,"days":742,"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":0.38383385,"b":0.81278483,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11514512,"b":0.22087444,"edge":"SPY","lead":"SPY"},"price":{"a":0.38383385,"b":0.74830339,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06393426,"b":0.13888792,"edge":"GOCT","lead":"GOCT"},"downsideDeviation":{"a":0.04246085,"b":0.08983303,"edge":"GOCT","lead":"GOCT"},"maxDrawdown":{"a":-0.09291295,"b":-0.16877308,"edge":"GOCT","lead":"GOCT","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.06670656,"b":0.16513308,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.04336159,"b":1.18896649,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.57101326,"b":1.83822233,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.23927965,"b":1.30870661,"edge":"SPY (slight)","lead":"SPY"}},"relative":{"GOCT":{"on":"SPY","beta":0.42617341,"r2":0.85710552,"alpha":-0.00366877,"alphaT":-0.25773131,"alphaLow":-0.03179105,"alphaHigh":0.0244535,"upsideCapture":0.33598458,"downsideCapture":0.43459561,"treynor":0.15652444,"trackingError":0.08328144,"informationRatio":-1.18185425,"upWeeks":93,"downWeeks":62,"treynorReference":0.16513308,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"GOCT","lead":"GOCT"},"treynor":{"edge":"SPY (slight)","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GOCT":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":155,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.38383385}},"SPY":{"kept":"2026-10-26","distributions":12,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":155,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.81278483}}}}