{"schemaVersion":1,"ticker":"OEI","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/oei/","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, OEI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/oei/"},"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","status":"not-read"},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":19.4,"fiscalYearEnd":"2026-04-30","filed":"2026-07-07","url":"https://www.sec.gov/Archives/edgar/data/1683471/000113322826010050/cac-efp25410_ncsr.htm"}},"kind":"benchmark","a":"OEI","b":"SPY","window":{"from":"2025-10-31","to":"2026-10-23","firstReturn":"2025-11-07","weeklyReturns":51,"years":0.98,"short":true,"weekEnding":"2026-10-25","cumulativeOnly":"51 weekly returns, 2025-10-31 to 2026-10-23: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03784776,"perWeek":0.0007278414,"days":245,"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":0.10941961,"b":0.12622957,"edge":"SPY","lead":"SPY"},"annualised":{"a":null,"b":null,"absent":"51 weekly returns, under the 52 an annualised number needs"},"price":{"a":0.01234076,"b":0.11422749,"edge":"SPY","lead":"SPY"},"volatility":{"a":null,"b":null,"absent":"51 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"51 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.05559633,"b":-0.08388653,"edge":"OEI","lead":"OEI","aPeak":"2026-01-30","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":null,"b":null,"absent":"51 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"51 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"51 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"51 weekly returns, under the 52 an annualised number needs"}},"relative":{"OEI":{"on":"SPY","beta":0.54473028,"r2":0.75766099,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":28,"downWeeks":23,"absent":"51 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true}}}},"sources":{"OEI":{"kept":"2026-10-26","distributions":12,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":51,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.10941961}},"SPY":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":51,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12622957}}}}