{"schemaVersion":1,"ticker":"OCTM","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/octm/","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, OCTM against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/octm/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"OCTM","b":"SPY","window":{"from":"2024-11-01","to":"2026-10-23","firstReturn":"2024-11-08","weeklyReturns":103,"years":1.97,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04031684,"perWeek":0.0007753238,"days":493,"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":0.13549615,"b":0.36147581,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.06625413,"b":0.16857206,"edge":"SPY","lead":"SPY"},"price":{"a":0.13549615,"b":0.33085248,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.02785154,"b":0.15074607,"edge":"OCTM","lead":"OCTM"},"downsideDeviation":{"a":0.01742841,"b":0.09844725,"edge":"OCTM","lead":"OCTM"},"maxDrawdown":{"a":-0.03014786,"b":-0.16877308,"edge":"OCTM","lead":"OCTM","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.02425792,"b":0.12699096,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.87097216,"b":0.84241638,"edge":"OCTM (slight)","lead":"OCTM"},"sortino":{"a":1.39186041,"b":1.28993912,"edge":"OCTM (slight)","lead":"OCTM"},"calmar":{"a":2.19763956,"b":0.99880895,"edge":"OCTM","lead":"OCTM"}},"relative":{"OCTM":{"on":"SPY","beta":0.17340985,"r2":0.88092911,"alpha":0.00223644,"alphaT":0.3236756,"alphaLow":-0.01147015,"alphaHigh":0.01594303,"upsideCapture":0.14917741,"downsideCapture":0.16746947,"treynor":0.13988778,"trackingError":0.12497529,"informationRatio":-0.82202678,"upWeeks":57,"downWeeks":46,"treynorReference":0.12699096,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"OCTM","lead":"OCTM"},"treynor":{"edge":"OCTM (slight)","lead":"OCTM"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"OCTM":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":103,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.13549615}},"SPY":{"kept":"2026-10-26","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":103,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.36147581}}}}