{"schemaVersion":1,"ticker":"KMEM","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/kmem/","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, KMEM against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/kmem/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"MSCI World Index","namedIn":"its prospectus","status":"priced","via":"URTH","r2":0.2668},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"URTH","name":"MSCI World Index","namedIn":"its prospectus","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"KMEM","b":"URTH","window":{"from":"2026-07-10","to":"2026-10-30","firstReturn":"2026-07-17","weeklyReturns":16,"years":0.31,"short":true,"weekEnding":"2026-11-01","cumulativeOnly":"16 weekly returns, 2026-07-10 to 2026-10-30: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03965696,"perWeek":0.0007626339,"days":79,"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":-0.25598873,"b":4.887e-05,"edge":"URTH","lead":"URTH"},"annualised":{"a":null,"b":null,"absent":"16 weekly returns, under the 52 an annualised number needs"},"price":{"a":-0.25598873,"b":4.887e-05,"edge":"URTH","lead":"URTH"},"volatility":{"a":null,"b":null,"absent":"16 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"16 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.28064819,"b":-0.03110648,"edge":"URTH","lead":"URTH","aPeak":"2026-07-10","aTrough":"2026-10-16","bPeak":"2026-08-14","bTrough":"2026-10-30"},"excess":{"a":null,"b":null,"absent":"16 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"16 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"16 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"16 weekly returns, under the 52 an annualised number needs"}},"relative":{"KMEM":{"on":"URTH","beta":1.82578271,"r2":0.07015814,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":7,"downWeeks":9,"absent":"16 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true}}}},"sources":{"KMEM":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":16,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.25598873}},"URTH":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":16,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.887e-05}}}}}