{"schemaVersion":1,"ticker":"LQTI","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/lqti/","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, LQTI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/lqti/"},"benchmark":{"ticker":"LQD","name":"US investment grade bonds (LQD)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-10-02","url":"https://www.ftportfolios.com/Common/ContentFileLoader.aspx?ContentGUID=b98e5599-26fb-4e48-9994-df2abb8fe803"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":90.0,"from":"2026-06-02","to":"2026-10-02","notices":5,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":0.0,"fiscalYearEnd":"2025-10-31","filed":"2026-01-09","url":"https://www.sec.gov/Archives/edgar/data/1517936/000144554626000219/etf4_ncsr.htm"}},"kind":"benchmark","a":"LQTI","b":"LQD","window":{"from":"2025-02-21","to":"2026-10-30","firstReturn":"2025-02-28","weeklyReturns":88,"years":1.69,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03970448,"perWeek":0.0007635477,"days":424,"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":0.04200032,"b":0.04006848,"edge":"LQTI (slight)","lead":"LQTI"},"annualised":{"a":0.02460926,"b":0.02348634,"edge":"LQTI (slight)","lead":"LQTI"},"price":{"a":-0.09806292,"b":-0.03676674,"edge":"LQD","lead":"LQD"},"volatility":{"a":0.0545431,"b":0.05879159,"edge":"LQTI (slight)","lead":"LQTI"},"downsideDeviation":{"a":0.04360039,"b":0.04565466,"edge":"LQTI (slight)","lead":"LQTI"},"maxDrawdown":{"a":-0.05338301,"b":-0.05897808,"edge":"LQTI (slight)","lead":"LQTI","aPeak":"2026-02-27","aTrough":"2026-10-02","bPeak":"2026-02-27","bTrough":"2026-10-02"},"excess":{"a":-0.01390946,"b":-0.01476935,"edge":"LQTI (slight)","lead":"LQTI"},"sharpe":{"a":-0.2550178,"b":-0.25121541,"edge":"Tie"},"sortino":{"a":-0.31902149,"b":-0.32350155,"edge":"Tie"},"calmar":{"a":0.46099426,"b":0.39822151,"edge":"LQTI","lead":"LQTI"}},"relative":{"LQTI":{"on":"LQD","beta":0.89832553,"r2":0.93760142,"alpha":-0.00064177,"alphaT":-0.06088611,"alphaLow":-0.02159574,"alphaHigh":0.0203122,"upsideCapture":0.87741723,"downsideCapture":0.87975622,"treynor":-0.01548377,"trackingError":0.01487832,"informationRatio":0.05779495,"upWeeks":48,"downWeeks":39,"treynorReference":-0.01476935,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"LQD","lead":"LQD"},"downsideCapture":{"edge":"LQTI","lead":"LQTI"},"treynor":{"edge":"LQD (slight)","lead":"LQD"},"informationRatio":{"edge":null,"lead":"LQTI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"LQTI":{"kept":"2026-11-01","distributions":19,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":88,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.04200032}},"LQD":{"kept":"2026-11-01","distributions":20,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":88,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.04006848}}}}