{"schemaVersion":1,"ticker":"GVI","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/gvi/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, GVI against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/gvi/"},"benchmark":{"ticker":"IUSB","name":"Bloomberg U.S. Universal Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"GVI","b":"IUSB","window":{"from":"2014-06-20","to":"2026-11-06","firstReturn":"2014-06-27","weeklyReturns":646,"years":12.38,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.02066558,"perWeek":0.000397415,"days":3097,"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":0.26036824,"b":0.29468335,"edge":"IUSB","lead":"IUSB"},"annualised":{"a":0.01880151,"b":0.02100683,"edge":"IUSB","lead":"IUSB"},"price":{"a":-0.05407119,"b":-0.10236692,"edge":"GVI","lead":"GVI"},"volatility":{"a":0.03280413,"b":0.05031555,"edge":"GVI","lead":"GVI"},"downsideDeviation":{"a":0.02366259,"b":0.03639983,"edge":"GVI","lead":"GVI"},"maxDrawdown":{"a":-0.12154403,"b":-0.17727906,"edge":"GVI","lead":"GVI","aPeak":"2020-12-31","aTrough":"2022-10-21","bPeak":"2020-12-31","bTrough":"2022-10-21"},"excess":{"a":-0.00149794,"b":0.00139166,"edge":"IUSB","lead":"IUSB"},"sharpe":{"a":-0.045663,"b":0.02765865,"edge":"IUSB","lead":"IUSB"},"sortino":{"a":-0.06330393,"b":0.03823261,"edge":"IUSB","lead":"IUSB"},"calmar":{"a":0.15468885,"b":0.11849581,"edge":"GVI","lead":"GVI"}},"relative":{"GVI":{"on":"IUSB","beta":0.60968237,"r2":0.87448986,"alpha":-0.00234641,"alphaT":-0.71106561,"alphaLow":-0.00882616,"alphaHigh":0.00413335,"upsideCapture":0.63304042,"downsideCapture":0.64217058,"treynor":-0.00245691,"trackingError":0.02282006,"informationRatio":-0.12662525,"upWeeks":363,"downWeeks":275,"treynorReference":0.00139166,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IUSB","lead":"IUSB"},"downsideCapture":{"edge":"GVI","lead":"GVI"},"treynor":{"edge":"IUSB","lead":"IUSB"},"informationRatio":{"edge":null,"lead":"IUSB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GVI":{"kept":"2026-11-10","distributions":149,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":646,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.26036824}},"IUSB":{"kept":"2026-11-10","distributions":148,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":646,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.29468335}}}}