{"schemaVersion":1,"ticker":"MTUM","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/mtum/","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, MTUM against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/mtum/"},"benchmark":{"ticker":"MLRG","name":"MSCI USA Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"MTUM","b":"MLRG","window":{"from":"2013-04-26","to":"2026-10-23","firstReturn":"2013-05-03","weeklyReturns":704,"years":13.49,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0188792,"perWeek":0.0003630615,"days":3375,"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":5.54693662,"b":4.64588538,"edge":"MTUM","lead":"MTUM"},"annualised":{"a":0.14888231,"b":0.13638545,"edge":"MTUM (slight)","lead":"MTUM"},"price":{"a":4.59107591,"b":3.45916208,"edge":"MTUM","lead":"MTUM"},"volatility":{"a":0.18969476,"b":0.16194741,"edge":"MLRG","lead":"MLRG"},"downsideDeviation":{"a":0.12951547,"b":0.11299151,"edge":"MLRG","lead":"MLRG"},"maxDrawdown":{"a":-0.3193629,"b":-0.33176847,"edge":"MTUM (slight)","lead":"MTUM","aPeak":"2021-11-05","aTrough":"2022-06-17","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.13817823,"b":0.12235481,"edge":"MTUM","lead":"MTUM"},"sharpe":{"a":0.72842408,"b":0.75552188,"edge":"MLRG (slight)","lead":"MLRG"},"sortino":{"a":1.06688593,"b":1.08286726,"edge":"Tie"},"calmar":{"a":0.46618538,"b":0.41108622,"edge":"MTUM","lead":"MTUM"}},"relative":{"MTUM":{"on":"MLRG","beta":1.01982624,"r2":0.75803578,"alpha":0.01339758,"alphaT":0.52504569,"alphaLow":-0.03670117,"alphaHigh":0.06349633,"upsideCapture":1.06198301,"downsideCapture":1.01681399,"treynor":0.13549193,"trackingError":0.09336581,"informationRatio":0.16947767,"upWeeks":416,"downWeeks":287,"treynorReference":0.12235481,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"MTUM (slight)","lead":"MTUM"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"MTUM (slight)","lead":"MTUM"},"informationRatio":{"edge":null,"lead":"MTUM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"MTUM":{"kept":"2026-10-26","distributions":54,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":704,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":5.54693662}},"MLRG":{"kept":"2026-10-26","distributions":55,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":704,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.64588538}}}}