{"schemaVersion":1,"ticker":"IWC","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iwc/","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, IWC against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iwc/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IWC","b":"IWV","window":{"from":"2005-08-26","to":"2026-10-23","firstReturn":"2005-09-02","weeklyReturns":1104,"years":21.16,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01794963,"perWeek":0.0003451852,"days":5293,"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":3.47992539,"b":7.7757235,"edge":"IWV","lead":"IWV"},"annualised":{"a":0.07318797,"b":0.10771999,"edge":"IWV","lead":"IWV"},"price":{"a":2.54492462,"b":5.18850575,"edge":"IWV","lead":"IWV"},"volatility":{"a":0.23743368,"b":0.17838968,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.16777296,"b":0.12589667,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.63790353,"b":-0.54971932,"edge":"IWV","lead":"IWV","aPeak":"2007-07-13","aTrough":"2009-03-06","bPeak":"2007-10-12","bTrough":"2009-03-06"},"excess":{"a":0.08114039,"b":0.10050262,"edge":"IWV","lead":"IWV"},"sharpe":{"a":0.34173918,"b":0.56338807,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.4836321,"b":0.79829449,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.11473204,"b":0.19595453,"edge":"IWV","lead":"IWV"}},"relative":{"IWC":{"on":"IWV","beta":1.16130567,"r2":0.76128609,"alpha":-0.03557387,"alphaT":-1.40803412,"alphaLow":-0.08514665,"alphaHigh":0.01399891,"upsideCapture":1.17995628,"downsideCapture":1.11681399,"treynor":0.06986997,"trackingError":0.11952177,"informationRatio":-0.16199748,"upWeeks":635,"downWeeks":466,"treynorReference":0.10050262,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWC","lead":"IWC"},"downsideCapture":{"edge":"IWV","lead":"IWV"},"treynor":{"edge":"IWV","lead":"IWV"},"informationRatio":{"edge":null,"lead":"IWV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IWC":{"kept":"2026-10-26","distributions":85,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1104,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.47992539}},"IWV":{"kept":"2026-10-26","distributions":86,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1104,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.7757235}}}}