{"schemaVersion":1,"ticker":"IMAR","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/imar/","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, IMAR against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/imar/"},"benchmark":{"ticker":"EFA","name":"EFA","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"IMAR","b":"EFA","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":0.18298321,"b":0.40540889,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.06585935,"b":0.13789003,"edge":"EFA","lead":"EFA"},"price":{"a":0.18298321,"b":0.29501577,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.09137454,"b":0.15002074,"edge":"IMAR","lead":"IMAR"},"downsideDeviation":{"a":0.06717567,"b":0.10712897,"edge":"IMAR","lead":"IMAR"},"maxDrawdown":{"a":-0.07692733,"b":-0.11188081,"edge":"IMAR","lead":"IMAR","aPeak":"2024-09-27","aTrough":"2025-01-10","bPeak":"2026-02-27","bTrough":"2026-03-20"},"excess":{"a":0.02479569,"b":0.09742121,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.27136325,"b":0.64938494,"edge":"EFA","lead":"EFA"},"sortino":{"a":0.36911717,"b":0.9093825,"edge":"EFA","lead":"EFA"},"calmar":{"a":0.85612416,"b":1.23247257,"edge":"EFA","lead":"EFA"}},"relative":{"IMAR":{"on":"EFA","beta":0.59673773,"r2":0.95988502,"alpha":-0.03333922,"alphaT":-2.93404164,"alphaLow":-0.05581154,"alphaHigh":-0.0108669,"upsideCapture":0.4777451,"downsideCapture":0.70360129,"treynor":0.04155208,"trackingError":0.06320526,"informationRatio":-1.14904238,"upWeeks":83,"downWeeks":54,"treynorReference":0.09742121,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"EFA","lead":"EFA"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"IMAR","lead":"IMAR"},"treynor":{"edge":"EFA","lead":"EFA"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IMAR":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":137,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.18298321}},"EFA":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":137,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.40540889}}}}