{"schemaVersion":1,"ticker":"ISTB","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/istb/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, ISTB against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/istb/"},"benchmark":{"ticker":"IUSB","name":"Bloomberg U.S. Universal Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ISTB","b":"IUSB","window":{"from":"2014-06-20","to":"2026-11-06","firstReturn":"2014-06-27","weeklyReturns":646,"years":12.38,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.02066558,"perWeek":0.000397415,"days":3097,"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":0.30439299,"b":0.29468335,"edge":"ISTB (slight)","lead":"ISTB"},"annualised":{"a":0.02162108,"b":0.02100683,"edge":"ISTB (slight)","lead":"ISTB"},"price":{"a":-0.05278884,"b":-0.10236692,"edge":"ISTB","lead":"ISTB"},"volatility":{"a":0.02514387,"b":0.05031555,"edge":"ISTB","lead":"ISTB"},"downsideDeviation":{"a":0.01805719,"b":0.03639983,"edge":"ISTB","lead":"ISTB"},"maxDrawdown":{"a":-0.09017528,"b":-0.17727906,"edge":"ISTB","lead":"ISTB","aPeak":"2021-09-03","aTrough":"2022-10-14","bPeak":"2020-12-31","bTrough":"2022-10-21"},"excess":{"a":0.00104527,"b":0.00139166,"edge":"IUSB (slight)","lead":"IUSB"},"sharpe":{"a":0.04157156,"b":0.02765865,"edge":"ISTB","lead":"ISTB"},"sortino":{"a":0.05788662,"b":0.03823261,"edge":"ISTB","lead":"ISTB"},"calmar":{"a":0.23976725,"b":0.11849581,"edge":"ISTB","lead":"ISTB"}},"relative":{"ISTB":{"on":"IUSB","beta":0.45829106,"r2":0.84105266,"alpha":0.00040748,"alphaT":0.14316158,"alphaLow":-0.00518171,"alphaHigh":0.00599668,"upsideCapture":0.43692472,"downsideCapture":0.39102055,"treynor":0.0022808,"trackingError":0.02904134,"informationRatio":-0.01192751,"upWeeks":363,"downWeeks":275,"treynorReference":0.00139166,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IUSB","lead":"IUSB"},"downsideCapture":{"edge":"ISTB","lead":"ISTB"},"treynor":{"edge":"ISTB (slight)","lead":"ISTB"},"informationRatio":{"edge":null,"lead":"IUSB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ISTB":{"kept":"2026-11-10","distributions":149,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":646,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.30439299}},"IUSB":{"kept":"2026-11-10","distributions":148,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":646,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.29468335}}}}