{"schemaVersion":1,"ticker":"KOCT","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/koct/","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, KOCT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/koct/"},"benchmark":{"ticker":"IWM","name":"IWM","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"KOCT","b":"IWM","window":{"from":"2019-10-11","to":"2026-10-23","firstReturn":"2019-10-18","weeklyReturns":367,"years":7.03,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02897036,"perWeek":0.0005571224,"days":1758,"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":0.55288409,"b":1.00100074,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.06434487,"b":0.10327438,"edge":"IWM","lead":"IWM"},"price":{"a":0.54041542,"b":0.83564106,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.13287823,"b":0.25014769,"edge":"KOCT","lead":"KOCT"},"downsideDeviation":{"a":0.09637491,"b":0.17310341,"edge":"KOCT","lead":"KOCT"},"maxDrawdown":{"a":-0.25577752,"b":-0.40024842,"edge":"KOCT","lead":"KOCT","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.0423152,"b":0.10083609,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.31845093,"b":0.40310623,"edge":"IWM","lead":"IWM"},"sortino":{"a":0.4390686,"b":0.5825194,"edge":"IWM","lead":"IWM"},"calmar":{"a":0.25156577,"b":0.25802571,"edge":"IWM (slight)","lead":"IWM"}},"relative":{"KOCT":{"on":"IWM","beta":0.49844158,"r2":0.88046855,"alpha":-0.00794571,"alphaT":-0.45813706,"alphaLow":-0.04205145,"alphaHigh":0.02616004,"upsideCapture":0.32097931,"downsideCapture":0.6109133,"treynor":0.084895,"trackingError":0.1336101,"informationRatio":-0.43799758,"upWeeks":195,"downWeeks":172,"treynorReference":0.10083609,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM","lead":"IWM"},"downsideCapture":{"edge":"KOCT","lead":"KOCT"},"treynor":{"edge":"IWM","lead":"IWM"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"KOCT":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":367,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.55288409}},"IWM":{"kept":"2026-10-26","distributions":28,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":367,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.00100074}}}}