{"schemaVersion":1,"ticker":"LIT","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/lit/","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, LIT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/lit/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"LIT","b":"ACWI","window":{"from":"2010-07-30","to":"2026-10-23","firstReturn":"2010-08-06","weeklyReturns":847,"years":16.23,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01583397,"perWeek":0.0003044993,"days":4060,"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":1.22046506,"b":4.26187185,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.0501934,"b":0.10731982,"edge":"ACWI","lead":"ACWI"},"price":{"a":0.82003599,"b":2.81415714,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.28615123,"b":0.1593758,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.19973677,"b":0.11121059,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.62427114,"b":-0.32084971,"edge":"ACWI","lead":"ACWI","aPeak":"2021-11-12","aTrough":"2024-09-06","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.0743294,"b":0.09897779,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":0.25975564,"b":0.62103397,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.37213677,"b":0.89000322,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.08040321,"b":0.33448627,"edge":"ACWI","lead":"ACWI"}},"relative":{"LIT":{"on":"ACWI","beta":1.34700006,"r2":0.56284495,"alpha":-0.05899369,"alphaT":-1.2530514,"alphaLow":-0.1514012,"alphaHigh":0.03341382,"upsideCapture":1.376928,"downsideCapture":1.23784356,"treynor":0.05518143,"trackingError":0.19711374,"informationRatio":-0.12504654,"upWeeks":491,"downWeeks":354,"treynorReference":0.09897779,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"LIT","lead":"LIT"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"LIT":{"kept":"2026-10-26","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":847,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.22046506}},"ACWI":{"kept":"2026-10-26","distributions":34,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":847,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.26187185}}}}