{"schemaVersion":1,"ticker":"OCTP","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/octp/","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, OCTP against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/octp/"},"benchmark":{"ticker":"SPY","name":"SPDR S&P 500 ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"OCTP","b":"SPY","window":{"from":"2024-05-24","to":"2026-10-23","firstReturn":"2024-05-31","weeklyReturns":126,"years":2.41,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04223947,"perWeek":0.0008122975,"days":603,"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":0.33669833,"b":0.47772095,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.12723324,"b":0.17487193,"edge":"SPY","lead":"SPY"},"price":{"a":0.33669833,"b":0.43542233,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.09426006,"b":0.14702359,"edge":"OCTP","lead":"OCTP"},"downsideDeviation":{"a":0.06308955,"b":0.09605619,"edge":"OCTP","lead":"OCTP"},"maxDrawdown":{"a":-0.10414364,"b":-0.16877308,"edge":"OCTP","lead":"OCTP","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.08208359,"b":0.12992311,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.87082052,"b":0.88368884,"edge":"Tie"},"sortino":{"a":1.30106479,"b":1.35257406,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":1.22170915,"b":1.0361364,"edge":"OCTP","lead":"OCTP"}},"relative":{"OCTP":{"on":"SPY","beta":0.59036261,"r2":0.84792289,"alpha":0.00538185,"alphaT":0.22529349,"alphaLow":-0.04189951,"alphaHigh":0.0526632,"upsideCapture":0.49847352,"downsideCapture":0.61885981,"treynor":0.13903928,"trackingError":0.07055787,"informationRatio":-0.67801813,"upWeeks":72,"downWeeks":54,"treynorReference":0.12992311,"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":"OCTP","lead":"OCTP"},"treynor":{"edge":"OCTP (slight)","lead":"OCTP"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"OCTP":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":126,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.33669833}},"SPY":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":126,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.47772095}}}}