{"schemaVersion":1,"ticker":"MBB","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/mbb/","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, MBB against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/mbb/"},"benchmark":{"ticker":"SPMB","name":"Bloomberg U.S. MBS Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"MBB","b":"SPMB","window":{"from":"2009-02-06","to":"2026-10-23","firstReturn":"2009-02-13","weeklyReturns":924,"years":17.71,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01462828,"perWeek":0.000281313,"days":4431,"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":0.4493651,"b":0.45817607,"edge":"Tie"},"annualised":{"a":0.02110549,"b":0.02145383,"edge":"Tie"},"price":{"a":-0.12557471,"b":-0.16866075,"edge":"MBB","lead":"MBB"},"volatility":{"a":0.04071847,"b":0.04653164,"edge":"MBB","lead":"MBB"},"downsideDeviation":{"a":0.02868611,"b":0.03252459,"edge":"MBB","lead":"MBB"},"maxDrawdown":{"a":-0.17423699,"b":-0.17915837,"edge":"MBB (slight)","lead":"MBB","aPeak":"2021-02-05","aTrough":"2022-10-21","bPeak":"2021-02-05","bTrough":"2022-10-21"},"excess":{"a":0.00708941,"b":0.00768421,"edge":"SPMB (slight)","lead":"SPMB"},"sharpe":{"a":0.17410787,"b":0.16513948,"edge":"MBB (slight)","lead":"MBB"},"sortino":{"a":0.24713722,"b":0.23625854,"edge":"MBB (slight)","lead":"MBB"},"calmar":{"a":0.12113095,"b":0.11974787,"edge":"Tie"}},"relative":{"MBB":{"on":"SPMB","beta":0.76268406,"r2":0.75963197,"alpha":0.00122878,"alphaT":0.25925642,"alphaLow":-0.00807294,"alphaHigh":0.0105305,"upsideCapture":0.77803974,"downsideCapture":0.7844504,"treynor":0.00929534,"trackingError":0.02281381,"informationRatio":-0.02607215,"upWeeks":497,"downWeeks":408,"treynorReference":0.00768421,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPMB","lead":"SPMB"},"downsideCapture":{"edge":"MBB","lead":"MBB"},"treynor":{"edge":"MBB","lead":"MBB"},"informationRatio":{"edge":null,"lead":"SPMB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"MBB":{"kept":"2026-10-26","distributions":206,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":924,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.4493651}},"SPMB":{"kept":"2026-10-26","distributions":212,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":924,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.45817607}}}}