{"schemaVersion":1,"ticker":"ISEP","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/isep/","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, ISEP against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/isep/"},"benchmark":{"ticker":"EFA","name":"EFA","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"ISEP","b":"EFA","window":{"from":"2023-09-08","to":"2026-10-23","firstReturn":"2023-09-15","weeklyReturns":163,"years":3.12,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04495198,"perWeek":0.0008644612,"days":781,"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":0.40037934,"b":0.60235262,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.11340987,"b":0.162309,"edge":"EFA","lead":"EFA"},"price":{"a":0.40037934,"b":0.45801961,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.09226442,"b":0.147135,"edge":"ISEP","lead":"ISEP"},"downsideDeviation":{"a":0.06217878,"b":0.10194233,"edge":"ISEP","lead":"ISEP"},"maxDrawdown":{"a":-0.06101686,"b":-0.11188081,"edge":"ISEP","lead":"ISEP","aPeak":"2025-03-07","aTrough":"2025-04-04","bPeak":"2026-02-27","bTrough":"2026-03-20"},"excess":{"a":0.06681839,"b":0.11650496,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.72420538,"b":0.7918236,"edge":"EFA (slight)","lead":"EFA"},"sortino":{"a":1.0746173,"b":1.14285166,"edge":"EFA (slight)","lead":"EFA"},"calmar":{"a":1.85866463,"b":1.45073133,"edge":"ISEP","lead":"ISEP"}},"relative":{"ISEP":{"on":"EFA","beta":0.60427857,"r2":0.92861958,"alpha":-0.00358306,"alphaT":-0.25501142,"alphaLow":-0.0313303,"alphaHigh":0.02416417,"upsideCapture":0.53785016,"downsideCapture":0.69000935,"treynor":0.11057547,"trackingError":0.06322761,"informationRatio":-0.78583663,"upWeeks":99,"downWeeks":64,"treynorReference":0.11650496,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"ISEP","lead":"ISEP"},"treynor":{"edge":"EFA (slight)","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":{"ISEP":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":163,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.40037934}},"EFA":{"kept":"2026-10-26","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":163,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.60235262}}}}