{"schemaVersion":1,"ticker":"MRSK","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/mrsk/","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, MRSK against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/mrsk/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"MRSK","b":"VOO","window":{"from":"2020-07-02","to":"2026-10-30","firstReturn":"2020-07-10","weeklyReturns":330,"years":6.33,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03127183,"perWeek":0.0006013813,"days":1583,"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":0.86637729,"b":1.64665388,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.10332369,"b":0.16575376,"edge":"VOO","lead":"VOO"},"price":{"a":0.52482517,"b":1.42254454,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.10105508,"b":0.15755747,"edge":"MRSK","lead":"MRSK"},"downsideDeviation":{"a":0.06908195,"b":0.1026436,"edge":"MRSK","lead":"MRSK"},"maxDrawdown":{"a":-0.13665031,"b":-0.23914698,"edge":"MRSK","lead":"MRSK","aPeak":"2021-12-31","aTrough":"2022-06-17","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.07224329,"b":0.13468271,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.71489025,"b":0.85481641,"edge":"VOO","lead":"VOO"},"sortino":{"a":1.04576219,"b":1.31213942,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.7561175,"b":0.69310412,"edge":"MRSK (slight)","lead":"MRSK"}},"relative":{"MRSK":{"on":"VOO","beta":0.56692127,"r2":0.78128098,"alpha":-0.00411121,"alphaT":-0.21728158,"alphaLow":-0.04133323,"alphaHigh":0.03311082,"upsideCapture":0.49553773,"downsideCapture":0.6875789,"treynor":0.1274309,"trackingError":0.08300345,"informationRatio":-0.75225093,"upWeeks":187,"downWeeks":143,"treynorReference":0.13468271,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"MRSK","lead":"MRSK"},"treynor":{"edge":"VOO (slight)","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"MRSK":{"kept":"2026-11-01","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":330,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.86637729}},"VOO":{"kept":"2026-11-01","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":330,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.64665388}}}}