{"schemaVersion":1,"ticker":"MSOX","asOf":"2026-11-09","desk":"leverage","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/msox/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, MSOX against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/msox/"},"benchmark":{"ticker":"MSOS","name":"AdvisorShares Pure US Cannabis ETF","tier":1,"kind":"underlying","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"MSOX","b":"MSOS","window":{"from":"2022-09-02","to":"2026-11-06","firstReturn":"2022-09-09","weeklyReturns":218,"years":4.18,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.04548324,"perWeek":0.0008746776,"days":1044,"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":-0.99661604,"b":-0.67233385,"edge":"MSOS","lead":"MSOS"},"annualised":{"a":-0.74255256,"b":-0.23367169,"edge":"MSOS","lead":"MSOS"},"price":{"a":-0.99661604,"b":-0.67233385,"edge":"MSOS","lead":"MSOS"},"volatility":{"a":1.403263,"b":0.72295148,"edge":"MSOS","lead":"MSOS"},"downsideDeviation":{"a":0.91662524,"b":0.46913574,"edge":"MSOS","lead":"MSOS"},"maxDrawdown":{"a":-0.99709709,"b":-0.83951552,"edge":"MSOS","lead":"MSOS","aPeak":"2022-09-02","aTrough":"2026-10-23","bPeak":"2022-12-02","bTrough":"2025-06-20"},"excess":{"a":-0.44378483,"b":-0.05989586,"edge":"MSOS","lead":"MSOS"},"sharpe":{"a":-0.31625207,"b":-0.08284908,"edge":"MSOS","lead":"MSOS"},"sortino":{"a":-0.48415078,"b":-0.12767278,"edge":"MSOS","lead":"MSOS"},"calmar":{"a":-0.74471439,"b":-0.27834111,"edge":"MSOS","lead":"MSOS"}},"relative":{"MSOX":{"on":"MSOS","beta":1.92755856,"r2":0.986178,"alpha":-0.32833204,"alphaT":-4.06521483,"alphaLow":-0.48752287,"alphaHigh":-0.16914122,"upsideCapture":null,"downsideCapture":1.02276158,"treynor":-0.23023157,"trackingError":0.69057575,"informationRatio":-0.55589697,"upWeeks":101,"downWeeks":115,"heldOut":{"upsideCapture":{"value":14.1533,"bound":6.0,"arithmetic":1.8124,"scale":2.0,"reason":"upside capture held out for MSOX: 14.2 is past 6, 3 times the fund's stated daily multiple over its reference's; the same weeks' own ratio is 1.81"}},"treynorReference":-0.05989586,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"MSOS","lead":"MSOS"},"alphaRange":{"edge":null},"downsideCapture":{"edge":"MSOS (slight)","lead":"MSOS"},"treynor":{"edge":"MSOS","lead":"MSOS"},"informationRatio":{"edge":null,"lead":"MSOS","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"MSOX":{"kept":"2026-11-09","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":1,"agree":1},"vendor":{"weeks":218,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.99661604}},"MSOS":{"kept":"2026-11-10","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":15,"agree":15},"vendor":{"weeks":218,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.67233385}}}}