{"schemaVersion":1,"ticker":"IMOM","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/imom/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","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, IMOM against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/imom/"},"benchmark":{"ticker":"GSID","name":"Solactive GBS Developed Markets ex North America Large & Mid Cap Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IMOM","b":"GSID","window":{"from":"2020-05-22","to":"2026-10-30","firstReturn":"2020-05-29","weeklyReturns":336,"years":6.44,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03075531,"perWeek":0.0005914482,"days":1611,"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":0.82513664,"b":1.17676855,"edge":"GSID","lead":"GSID"},"annualised":{"a":0.09758603,"b":0.12792564,"edge":"GSID","lead":"GSID"},"price":{"a":0.53533713,"b":0.83651752,"edge":"GSID","lead":"GSID"},"volatility":{"a":0.20229988,"b":0.16255554,"edge":"GSID","lead":"GSID"},"downsideDeviation":{"a":0.1426588,"b":0.10982062,"edge":"GSID","lead":"GSID"},"maxDrawdown":{"a":-0.3876319,"b":-0.29437946,"edge":"GSID","lead":"GSID","aPeak":"2021-09-10","aTrough":"2022-09-30","bPeak":"2021-09-03","bTrough":"2022-10-14"},"excess":{"a":0.0829624,"b":0.10294552,"edge":"GSID","lead":"GSID"},"sharpe":{"a":0.41009614,"b":0.63329448,"edge":"GSID","lead":"GSID"},"sortino":{"a":0.58154422,"b":0.93739704,"edge":"GSID","lead":"GSID"},"calmar":{"a":0.25174923,"b":0.43456034,"edge":"GSID","lead":"GSID"}},"relative":{"IMOM":{"on":"GSID","beta":1.00988694,"r2":0.65850309,"alpha":-0.02100094,"alphaT":-0.44915395,"alphaLow":-0.11297561,"alphaHigh":0.07097372,"upsideCapture":1.03187608,"downsideCapture":1.05753082,"treynor":0.08215018,"trackingError":0.11823039,"informationRatio":-0.16901851,"upWeeks":195,"downWeeks":141,"treynorReference":0.10294552,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IMOM (slight)","lead":"IMOM"},"downsideCapture":{"edge":"GSID (slight)","lead":"GSID"},"treynor":{"edge":"GSID","lead":"GSID"},"informationRatio":{"edge":null,"lead":"GSID","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IMOM":{"kept":"2026-11-01","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":1,"agree":1},"vendor":{"weeks":336,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.82513664}},"GSID":{"kept":"2026-11-01","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":336,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.17676855}}}}