{"schemaVersion":1,"ticker":"OCTH","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/octh/","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, OCTH against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/octh/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":51.0,"date":"2026-10-02","url":"https://www.innovatoretfs.com/pdf/octh_form19a_2026930.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":53.0,"from":"2026-01-02","to":"2026-10-02","notices":4,"distributions":4,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":0.0,"fiscalYearEnd":"2025-10-31","filed":"2026-01-07","url":"https://www.sec.gov/Archives/edgar/data/1415726/000113322826000153/itcf-efp19017_ncsr.htm"}},"kind":"benchmark","a":"OCTH","b":"SPY","window":{"from":"2023-10-13","to":"2026-10-23","firstReturn":"2023-10-20","weeklyReturns":158,"years":3.03,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04463646,"perWeek":0.0008583935,"days":757,"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":0.22667643,"b":0.82618641,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.06955294,"b":0.21920893,"edge":"SPY","lead":"SPY"},"price":{"a":0.00026373,"b":0.76122827,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.04549382,"b":0.14296543,"edge":"OCTH","lead":"OCTH"},"downsideDeviation":{"a":0.03405469,"b":0.09132342,"edge":"OCTH","lead":"OCTH"},"maxDrawdown":{"a":-0.06093478,"b":-0.16877308,"edge":"OCTH","lead":"OCTH","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.02368829,"b":0.16411301,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.52069248,"b":1.14792096,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.6955955,"b":1.79705296,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.14143247,"b":1.29883828,"edge":"SPY","lead":"SPY"}},"relative":{"OCTH":{"on":"SPY","beta":0.24834924,"r2":0.60909202,"alpha":-0.01706905,"alphaT":-1.02965267,"alphaLow":-0.04981435,"alphaHigh":0.01567625,"upsideCapture":0.15257645,"downsideCapture":0.1806813,"treynor":0.09538298,"trackingError":0.11116081,"informationRatio":-1.2632575,"upWeeks":94,"downWeeks":64,"treynorReference":0.16411301,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"OCTH","lead":"OCTH"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"OCTH":{"kept":"2026-10-26","distributions":12,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":158,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.22667643}},"SPY":{"kept":"2026-10-26","distributions":12,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":158,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.82618641}}}}