{"schemaVersion":1,"ticker":"INTL","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/intl/","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, INTL against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/intl/"},"benchmark":{"ticker":"ACWX","name":"MSCI ACWI ex USA Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"INTL","b":"ACWX","window":{"from":"2022-12-09","to":"2026-10-30","firstReturn":"2022-12-16","weeklyReturns":203,"years":3.89,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04600874,"perWeek":0.0008847834,"days":973,"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":0.63238246,"b":0.75748523,"edge":"ACWX","lead":"ACWX"},"annualised":{"a":0.1337465,"b":0.15539604,"edge":"ACWX","lead":"ACWX"},"price":{"a":0.46862751,"b":0.57667526,"edge":"ACWX","lead":"ACWX"},"volatility":{"a":0.1504266,"b":0.14596293,"edge":"ACWX (slight)","lead":"ACWX"},"downsideDeviation":{"a":0.10372418,"b":0.10035515,"edge":"ACWX (slight)","lead":"ACWX"},"maxDrawdown":{"a":-0.13338058,"b":-0.12045366,"edge":"ACWX (slight)","lead":"ACWX","aPeak":"2023-07-28","aTrough":"2023-10-27","bPeak":"2023-07-28","bTrough":"2023-10-27"},"excess":{"a":0.09096278,"b":0.10928149,"edge":"ACWX","lead":"ACWX"},"sharpe":{"a":0.60469875,"b":0.74869346,"edge":"ACWX","lead":"ACWX"},"sortino":{"a":0.87696786,"b":1.08894752,"edge":"ACWX","lead":"ACWX"},"calmar":{"a":1.00274341,"b":1.29008986,"edge":"ACWX","lead":"ACWX"}},"relative":{"INTL":{"on":"ACWX","beta":1.01019324,"r2":0.96082608,"alpha":-0.01943265,"alphaT":-1.27949275,"alphaLow":-0.04938046,"alphaHigh":0.01051516,"upsideCapture":0.96861393,"downsideCapture":1.01575351,"treynor":0.09004493,"trackingError":0.02981019,"informationRatio":-0.61451187,"upWeeks":119,"downWeeks":84,"treynorReference":0.10928149,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWX (slight)","lead":"ACWX"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"ACWX","lead":"ACWX"},"informationRatio":{"edge":null,"lead":"ACWX","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"INTL":{"kept":"2026-11-01","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":203,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.63238246}},"ACWX":{"kept":"2026-11-01","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":203,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.75748523}}}}