{"schemaVersion":1,"ticker":"IEMG","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iemg/","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, IEMG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iemg/"},"benchmark":{"ticker":"EEM","name":"MSCI Emerging Markets Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IEMG","b":"EEM","window":{"from":"2012-11-02","to":"2026-10-23","firstReturn":"2012-11-09","weeklyReturns":729,"years":13.97,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01826871,"perWeek":0.0003513213,"days":3493,"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":1.20701086,"b":1.01231742,"edge":"IEMG","lead":"IEMG"},"annualised":{"a":0.05809284,"b":0.05114553,"edge":"IEMG","lead":"IEMG"},"price":{"a":0.55971993,"b":0.490625,"edge":"IEMG","lead":"IEMG"},"volatility":{"a":0.18186682,"b":0.1884403,"edge":"IEMG (slight)","lead":"IEMG"},"downsideDeviation":{"a":0.12956803,"b":0.13377602,"edge":"IEMG (slight)","lead":"IEMG"},"maxDrawdown":{"a":-0.37096189,"b":-0.3913457,"edge":"IEMG (slight)","lead":"IEMG","aPeak":"2018-01-26","aTrough":"2020-03-20","bPeak":"2021-02-12","bTrough":"2022-10-14"},"excess":{"a":0.05485237,"b":0.0494591,"edge":"IEMG (slight)","lead":"IEMG"},"sharpe":{"a":0.30160736,"b":0.26246562,"edge":"IEMG","lead":"IEMG"},"sortino":{"a":0.42334802,"b":0.36971575,"edge":"IEMG","lead":"IEMG"},"calmar":{"a":0.15660056,"b":0.13069144,"edge":"IEMG","lead":"IEMG"}},"relative":{"IEMG":{"on":"EEM","beta":0.96284203,"r2":0.99529249,"alpha":0.00723107,"alphaT":2.16685191,"alphaLow":0.0006795,"alphaHigh":0.01378263,"upsideCapture":0.94636654,"downsideCapture":0.9714273,"treynor":0.05696923,"trackingError":0.01430847,"informationRatio":0.37692855,"upWeeks":398,"downWeeks":324,"treynorReference":0.0494591,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"IEMG","lead":"IEMG"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"EEM (slight)","lead":"EEM"},"downsideCapture":{"edge":"IEMG (slight)","lead":"IEMG"},"treynor":{"edge":"IEMG","lead":"IEMG"},"informationRatio":{"edge":null,"lead":"IEMG","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IEMG":{"kept":"2026-10-26","distributions":29,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":729,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.20701086}},"EEM":{"kept":"2026-10-26","distributions":30,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":729,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.01231742}}}}