{"schemaVersion":1,"ticker":"METW","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/metw/","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, METW against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/metw/"},"benchmark":{"ticker":"META","name":"Meta Platforms (META)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-10-27","url":"https://www.roundhillinvestments.com/assets/data/rh_filings/19a-notice-AAPW-COIW-NVDW-PLTW-TSLW-AMZW-METW-BRKW-HOOW-NFLW-AMDW-GOOW-MSFW-AVGW-MSTW-UBEW-BABW-ARMW-COSW-GLDW-GDXW-TSYW-UNHW-10-19-2026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":100.0,"from":"2025-11-04","to":"2026-10-27","notices":46,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":94.2,"fiscalYearEnd":"2025-12-31","filed":"2026-03-09","url":"https://www.sec.gov/Archives/edgar/data/1976517/000113322826003392/rnwar-efp22837_ncsr.htm"}},"kind":"benchmark","a":"METW","b":"META","window":{"from":"2025-06-27","to":"2026-10-30","firstReturn":"2025-07-03","weeklyReturns":70,"years":1.34,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03879466,"perWeek":0.0007460511,"days":337,"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":-0.24542247,"b":-0.15841969,"edge":"META","lead":"META"},"annualised":{"a":-0.1887561,"b":-0.1202552,"edge":"META","lead":"META"},"price":{"a":-0.56572898,"b":-0.1617164,"edge":"META","lead":"META"},"volatility":{"a":0.48391232,"b":0.40044062,"edge":"META","lead":"META"},"downsideDeviation":{"a":0.33316161,"b":0.27418,"edge":"META","lead":"META"},"maxDrawdown":{"a":-0.40054659,"b":-0.32892554,"edge":"META","lead":"META","aPeak":"2025-08-15","aTrough":"2026-03-27","bPeak":"2025-08-15","bTrough":"2026-03-27"},"excess":{"a":-0.13294601,"b":-0.08826861,"edge":"META","lead":"META"},"sharpe":{"a":-0.2747316,"b":-0.2204287,"edge":"META","lead":"META"},"sortino":{"a":-0.3990436,"b":-0.32193671,"edge":"META","lead":"META"},"calmar":{"a":-0.4712463,"b":-0.36560008,"edge":"META","lead":"META"}},"relative":{"METW":{"on":"META","beta":1.20780268,"r2":0.99892957,"alpha":-0.02633495,"alphaT":-1.91495458,"alphaLow":-0.05377715,"alphaHigh":0.00110725,"upsideCapture":1.61976051,"downsideCapture":1.05052505,"treynor":-0.11007262,"trackingError":0.08470541,"informationRatio":-0.52744452,"upWeeks":32,"downWeeks":38,"treynorReference":-0.08826861,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"METW","lead":"METW"},"downsideCapture":{"edge":"META (slight)","lead":"META"},"treynor":{"edge":"META","lead":"META"},"informationRatio":{"edge":null,"lead":"META","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"METW":{"kept":"2026-11-01","distributions":70,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2026-06-01","amount":0.185212,"vendor":0.197395},{"ex":"2026-09-21","amount":0.274186,"vendor":0.240834},{"ex":"2026-09-28","amount":0.258415,"vendor":0.273985}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":70,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.24542247}},"META":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2026-06-15","amount":0.525,"vendor":0.501114},{"ex":"2026-09-21","amount":0.525,"vendor":0.471196}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":70,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.15841969}}}}