{"schemaVersion":1,"ticker":"HISF","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/hisf/","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, HISF against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/hisf/"},"benchmark":{"ticker":"AGG","name":"US investment grade bonds (AGG)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":2.4,"date":"2026-09-30","url":"https://www.ftportfolios.com/Common/ContentFileLoader.aspx?ContentGUID=a7ec16fa-276f-4e19-bc3c-cbe830f24416"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":1.5,"from":"2026-05-29","to":"2026-09-30","notices":5,"distributions":12,"full":false}},"kind":"benchmark","a":"HISF","b":"AGG","window":{"from":"2024-03-08","to":"2026-10-23","firstReturn":"2024-03-15","weeklyReturns":137,"years":2.63,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.043193,"perWeek":0.0008306346,"days":657,"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":0.09160541,"b":0.07977382,"edge":"HISF","lead":"HISF"},"annualised":{"a":0.03382799,"b":0.02956048,"edge":"HISF","lead":"HISF"},"price":{"a":-0.04033429,"b":-0.02350667,"edge":"AGG","lead":"AGG"},"volatility":{"a":0.04050627,"b":0.04788044,"edge":"HISF","lead":"HISF"},"downsideDeviation":{"a":0.0302276,"b":0.03523948,"edge":"HISF","lead":"HISF"},"maxDrawdown":{"a":-0.04041758,"b":-0.04504806,"edge":"HISF","lead":"HISF","aPeak":"2026-02-27","aTrough":"2026-10-02","bPeak":"2024-09-13","bTrough":"2025-01-10"},"excess":{"a":-0.00909933,"b":-0.01291484,"edge":"HISF","lead":"HISF"},"sharpe":{"a":-0.22463993,"b":-0.26973107,"edge":"HISF","lead":"HISF"},"sortino":{"a":-0.30102712,"b":-0.36648794,"edge":"HISF","lead":"HISF"},"calmar":{"a":0.83696246,"b":0.65619871,"edge":"HISF","lead":"HISF"}},"relative":{"HISF":{"on":"AGG","beta":0.80893893,"r2":0.9143305,"alpha":0.00134799,"alphaT":0.18373946,"alphaLow":-0.01316122,"alphaHigh":0.01585721,"upsideCapture":0.83688704,"downsideCapture":0.80834121,"treynor":-0.01124847,"trackingError":0.01497499,"informationRatio":0.25479253,"upWeeks":73,"downWeeks":63,"treynorReference":-0.01291484,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AGG","lead":"AGG"},"downsideCapture":{"edge":"HISF","lead":"HISF"},"treynor":{"edge":"HISF","lead":"HISF"},"informationRatio":{"edge":null,"lead":"HISF","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"HISF":{"kept":"2026-10-26","distributions":32,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":137,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.09160541}},"AGG":{"kept":"2026-10-26","distributions":31,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":137,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.07977382}}}}