{"schemaVersion":1,"ticker":"IBOT","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ibot/","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, IBOT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ibot/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IBOT","b":"ACWI","window":{"from":"2023-04-14","to":"2026-10-23","firstReturn":"2023-04-21","weeklyReturns":184,"years":3.53,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04592902,"perWeek":0.0008832505,"days":882,"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":0.87042899,"b":0.80342786,"edge":"IBOT (slight)","lead":"IBOT"},"annualised":{"a":0.19358391,"b":0.18134226,"edge":"IBOT (slight)","lead":"IBOT"},"price":{"a":0.77517309,"b":0.69880823,"edge":"IBOT (slight)","lead":"IBOT"},"volatility":{"a":0.21754719,"b":0.133705,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.152017,"b":0.08849339,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.23464145,"b":-0.14253357,"edge":"ACWI","lead":"ACWI","aPeak":"2024-07-12","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.1550978,"b":0.12990619,"edge":"IBOT","lead":"IBOT"},"sharpe":{"a":0.71293865,"b":0.97158812,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":1.02026612,"b":1.46797622,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.82502009,"b":1.27227754,"edge":"ACWI","lead":"ACWI"}},"relative":{"IBOT":{"on":"ACWI","beta":1.47481554,"r2":0.82160631,"alpha":-0.03648987,"alphaT":-0.73827592,"alphaLow":-0.13401111,"alphaHigh":0.06103137,"upsideCapture":1.55220707,"downsideCapture":1.28457658,"treynor":0.1051642,"trackingError":0.11168335,"informationRatio":0.22556279,"upWeeks":112,"downWeeks":72,"treynorReference":0.12990619,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IBOT","lead":"IBOT"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"IBOT","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IBOT":{"kept":"2026-10-26","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":184,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.87042899}},"ACWI":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":184,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.80342786}}}}