{"schemaVersion":1,"ticker":"OCTZ","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/octz/","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, OCTZ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/octz/"},"benchmark":{"ticker":"SPY","name":"S&P 500 Price Index","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"OCTZ","b":"SPY","window":{"from":"2020-10-09","to":"2026-10-23","firstReturn":"2020-10-16","weeklyReturns":315,"years":6.04,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03261796,"perWeek":0.0006272684,"days":1509,"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":0.97549309,"b":1.37624683,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11894806,"b":0.15359121,"edge":"SPY","lead":"SPY"},"price":{"a":0.80518763,"b":1.19106242,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.11671143,"b":0.15895926,"edge":"OCTZ","lead":"OCTZ"},"downsideDeviation":{"a":0.07642369,"b":0.10446724,"edge":"OCTZ","lead":"OCTZ"},"maxDrawdown":{"a":-0.15116816,"b":-0.23927987,"edge":"OCTZ","lead":"OCTZ","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.08667345,"b":0.12304149,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.74263035,"b":0.77404422,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.13411757,"b":1.17779981,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":0.78685919,"b":0.6418894,"edge":"OCTZ","lead":"OCTZ"}},"relative":{"OCTZ":{"on":"SPY","beta":0.72447177,"r2":0.97361627,"alpha":-0.00246664,"alphaT":-0.31789946,"alphaLow":-0.0177334,"alphaHigh":0.01280011,"upsideCapture":0.65941595,"downsideCapture":0.81111526,"treynor":0.11963675,"trackingError":0.04772454,"informationRatio":-0.76204081,"upWeeks":177,"downWeeks":138,"treynorReference":0.12304149,"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":"OCTZ","lead":"OCTZ"},"treynor":{"edge":"SPY (slight)","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":{"OCTZ":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":315,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.97549309}},"SPY":{"kept":"2026-10-26","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":315,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.37624683}}}}