{"schemaVersion":1,"ticker":"OCTU","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/octu/","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, OCTU against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/octu/"},"benchmark":{"ticker":"SPY","name":"SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"OCTU","b":"SPY","window":{"from":"2024-10-11","to":"2026-10-23","firstReturn":"2024-10-18","weeklyReturns":106,"years":2.03,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04047929,"perWeek":0.0007784479,"days":507,"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":0.21953282,"b":0.34141473,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.10225887,"b":0.1549897,"edge":"SPY","lead":"SPY"},"price":{"a":0.21953282,"b":0.31124262,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.09952094,"b":0.14936746,"edge":"OCTU","lead":"OCTU"},"downsideDeviation":{"a":0.06492906,"b":0.09785648,"edge":"OCTU","lead":"OCTU"},"maxDrawdown":{"a":-0.10034074,"b":-0.16877308,"edge":"OCTU","lead":"OCTU","aPeak":"2024-12-06","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.06187353,"b":0.11489893,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.62171361,"b":0.76923667,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.95294037,"b":1.1741575,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.01911617,"b":0.91833187,"edge":"OCTU (slight)","lead":"OCTU"}},"relative":{"OCTU":{"on":"SPY","beta":0.64334568,"r2":0.93233455,"alpha":-0.0120462,"alphaT":-0.65742339,"alphaLow":-0.0483821,"alphaHigh":0.0242897,"upsideCapture":0.61946237,"downsideCapture":0.79623905,"treynor":0.09617462,"trackingError":0.05922965,"informationRatio":-0.89525095,"upWeeks":58,"downWeeks":48,"treynorReference":0.11489893,"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":"OCTU","lead":"OCTU"},"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":{"OCTU":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":106,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.21953282}},"SPY":{"kept":"2026-10-26","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":106,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.34141473}}}}