{"schemaVersion":1,"ticker":"NFLW","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/nflw/","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, NFLW against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/nflw/"},"benchmark":{"ticker":"NFLX","name":"Netflix (NFLX)","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":94.22,"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":"NFLW","b":"NFLX","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":-0.61748967,"b":-0.53080597,"edge":"NFLX","lead":"NFLX"},"annualised":{"a":-0.51026235,"b":-0.43001709,"edge":"NFLX","lead":"NFLX"},"price":{"a":-0.78100007,"b":-0.53080597,"edge":"NFLX","lead":"NFLX"},"volatility":{"a":0.40393931,"b":0.33527945,"edge":"NFLX","lead":"NFLX"},"downsideDeviation":{"a":0.29752745,"b":0.24506013,"edge":"NFLX","lead":"NFLX"},"maxDrawdown":{"a":-0.61748967,"b":-0.53080597,"edge":"NFLX","lead":"NFLX","aPeak":"2025-06-27","aTrough":"2026-10-30","bPeak":"2025-06-27","bTrough":"2026-10-30"},"excess":{"a":-0.67081138,"b":-0.5446002,"edge":"NFLX","lead":"NFLX"},"sharpe":{"a":-1.66067369,"b":-1.62431725,"edge":"NFLX (slight)","lead":"NFLX"},"sortino":{"a":-2.25462016,"b":-2.22231253,"edge":"Tie"},"calmar":{"a":-0.82634961,"b":-0.81012104,"edge":"Tie"}},"relative":{"NFLW":{"on":"NFLX","beta":1.20387151,"r2":0.99848587,"alpha":-0.01518271,"alphaT":-1.08500047,"alphaLow":-0.04310586,"alphaHigh":0.01274044,"upsideCapture":1.45608595,"downsideCapture":1.05723686,"treynor":-0.55721177,"trackingError":0.07013783,"informationRatio":-1.79947363,"upWeeks":26,"downWeeks":44,"treynorReference":-0.5446002,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"NFLW","lead":"NFLW"},"downsideCapture":{"edge":"NFLX (slight)","lead":"NFLX"},"treynor":{"edge":"NFLX (slight)","lead":"NFLX"},"informationRatio":{"edge":null,"lead":"NFLX","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"NFLW":{"kept":"2026-11-01","distributions":70,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2026-06-22","amount":0.116023,"vendor":0.125229}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":70,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.61748967}},"NFLX":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":70,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.53080597}}}}