{"schemaVersion":1,"ticker":"NATO","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/nato/","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, NATO against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/nato/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Net Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"NATO","b":"ACWI","window":{"from":"2024-10-18","to":"2026-10-23","firstReturn":"2024-10-25","weeklyReturns":105,"years":2.01,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04043201,"perWeek":0.0007775386,"days":503,"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":0.37349345,"b":0.34131245,"edge":"NATO (slight)","lead":"NATO"},"annualised":{"a":0.17019161,"b":0.1565321,"edge":"NATO (slight)","lead":"NATO"},"price":{"a":0.36598574,"b":0.29962702,"edge":"NATO","lead":"NATO"},"volatility":{"a":0.22586293,"b":0.14220066,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.15050986,"b":0.09612218,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.1840814,"b":-0.14253357,"edge":"ACWI","lead":"ACWI","aPeak":"2026-08-14","aTrough":"2026-10-23","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.14225504,"b":0.11527864,"edge":"NATO","lead":"NATO"},"sharpe":{"a":0.62982909,"b":0.81067587,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.94515427,"b":1.19929283,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.92454539,"b":1.09821219,"edge":"ACWI","lead":"ACWI"}},"relative":{"NATO":{"on":"ACWI","beta":1.03324582,"r2":0.42317559,"alpha":0.02314387,"alphaT":0.189588,"alphaLow":-0.21896219,"alphaHigh":0.26524992,"upsideCapture":1.01394444,"downsideCapture":0.98416433,"treynor":0.13767783,"trackingError":0.17160567,"informationRatio":0.15719994,"upWeeks":60,"downWeeks":45,"treynorReference":0.11527864,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"NATO","lead":"NATO"},"informationRatio":{"edge":null,"lead":"NATO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"NATO":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":2,"agree":2},"vendor":{"weeks":105,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.37349345}},"ACWI":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":105,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.34131245}}}}