{"schemaVersion":1,"ticker":"ILDR","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ildr/","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, ILDR against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ildr/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ILDR","b":"IWV","window":{"from":"2021-06-04","to":"2026-10-23","firstReturn":"2021-06-11","weeklyReturns":281,"years":5.39,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03647261,"perWeek":0.0007013963,"days":1347,"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":0.80131023,"b":0.82552049,"edge":"IWV (slight)","lead":"IWV"},"annualised":{"a":0.11505816,"b":0.11781645,"edge":"IWV (slight)","lead":"IWV"},"price":{"a":0.79854536,"b":0.70907071,"edge":"ILDR","lead":"ILDR"},"volatility":{"a":0.24763432,"b":0.16096699,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.16812909,"b":0.10828819,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.42515873,"b":-0.24619216,"edge":"IWV","lead":"IWV","aPeak":"2021-11-12","aTrough":"2022-06-17","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.10307413,"b":0.08793457,"edge":"ILDR","lead":"ILDR"},"sharpe":{"a":0.41623525,"b":0.54628944,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.61306542,"b":0.81204204,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.270624,"b":0.47855482,"edge":"IWV","lead":"IWV"}},"relative":{"ILDR":{"on":"IWV","beta":1.38119629,"r2":0.80605145,"alpha":-0.01838076,"alphaT":-0.38997513,"alphaLow":-0.11116255,"alphaHigh":0.07440102,"upsideCapture":1.71760241,"downsideCapture":1.25957018,"treynor":0.07462671,"trackingError":0.12513397,"informationRatio":0.12098687,"upWeeks":154,"downWeeks":127,"treynorReference":0.08793457,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ILDR","lead":"ILDR"},"downsideCapture":{"edge":"IWV","lead":"IWV"},"treynor":{"edge":"IWV","lead":"IWV"},"informationRatio":{"edge":null,"lead":"ILDR","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ILDR":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":281,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.80131023}},"IWV":{"kept":"2026-10-26","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":281,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.82552049}}}}