{"schemaVersion":1,"ticker":"HCOW","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/hcow/","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, HCOW against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/hcow/"},"benchmark":{"ticker":"COWS","name":"Cash flow dividend leaders (COWS)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-10-30","url":"https://storage.googleapis.com/amplify-etfs-data-feed.firebasestorage.app/tax-documents/HCOW/19a-1_Notice_10-31-26_HCOW.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":96.1,"from":"2026-09-30","to":"2026-10-30","notices":2,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":98.73,"fiscalYearEnd":"2025-09-30","filed":"2025-12-05","url":"https://www.sec.gov/Archives/edgar/data/1633061/000113322825013241/aet-efp19615_ncsr.htm"}},"kind":"benchmark","a":"HCOW","b":"COWS","window":{"from":"2023-09-29","to":"2026-10-30","firstReturn":"2023-10-06","weeklyReturns":161,"years":3.09,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04473541,"perWeek":0.0008602963,"days":771,"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":0.40911736,"b":0.76418704,"edge":"COWS","lead":"COWS"},"annualised":{"a":0.11713886,"b":0.20123871,"edge":"COWS","lead":"COWS"},"price":{"a":0.03740236,"b":0.65766316,"edge":"COWS","lead":"COWS"},"volatility":{"a":0.14974282,"b":0.17301833,"edge":"HCOW","lead":"HCOW"},"downsideDeviation":{"a":0.11083302,"b":0.12002206,"edge":"HCOW (slight)","lead":"HCOW"},"maxDrawdown":{"a":-0.20783242,"b":-0.21470923,"edge":"HCOW (slight)","lead":"HCOW","aPeak":"2024-11-29","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.0774509,"b":0.15395796,"edge":"COWS","lead":"COWS"},"sharpe":{"a":0.51722614,"b":0.88983609,"edge":"COWS","lead":"COWS"},"sortino":{"a":0.69880709,"b":1.28274718,"edge":"COWS","lead":"COWS"},"calmar":{"a":0.56362168,"b":0.93726159,"edge":"COWS","lead":"COWS"}},"relative":{"HCOW":{"on":"COWS","beta":0.84289984,"r2":0.94851491,"alpha":-0.05232024,"alphaT":-2.68059261,"alphaLow":-0.09086853,"alphaHigh":-0.01377194,"upsideCapture":0.72687936,"downsideCapture":0.93938196,"treynor":0.09188625,"trackingError":0.04351165,"informationRatio":-1.75831193,"upWeeks":99,"downWeeks":62,"treynorReference":0.15395796,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"COWS","lead":"COWS"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"COWS","lead":"COWS"},"downsideCapture":{"edge":"HCOW (slight)","lead":"HCOW"},"treynor":{"edge":"COWS","lead":"COWS"},"informationRatio":{"edge":null,"lead":"COWS","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"HCOW":{"kept":"2026-11-01","distributions":37,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":161,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.40911736}},"COWS":{"kept":"2026-11-01","distributions":37,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":161,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.76418704}}}}