{"schemaVersion":1,"ticker":"OVB","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ovb/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","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, OVB against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ovb/"},"benchmark":{"ticker":"AGG","name":"US investment grade bonds (AGG)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":88.0,"date":"2026-10-29","url":"https://lsfunds.com/hubfs/LS_ETF_Documents/19a_1/2026_10_29.pdf?hsLang=en"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":94.3,"from":"2025-12-24","to":"2026-10-29","notices":10,"distributions":11,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":48.45,"fiscalYearEnd":"2025-08-31","filed":"2025-11-04","url":"https://www.sec.gov/Archives/edgar/data/1683471/000113322825011702/ls-efp17844_ncsr.htm"}},"kind":"benchmark","a":"OVB","b":"AGG","window":{"from":"2019-10-11","to":"2026-10-30","firstReturn":"2019-10-18","weeklyReturns":368,"years":7.05,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02900499,"perWeek":0.0005577883,"days":1763,"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":0.12112486,"b":0.05069717,"edge":"OVB","lead":"OVB"},"annualised":{"a":0.01628689,"b":0.00701253,"edge":"OVB","lead":"OVB"},"price":{"a":-0.212526,"b":-0.14521423,"edge":"AGG","lead":"AGG"},"volatility":{"a":0.0708441,"b":0.05900223,"edge":"AGG","lead":"AGG"},"downsideDeviation":{"a":0.05063861,"b":0.04293021,"edge":"AGG","lead":"AGG"},"maxDrawdown":{"a":-0.21352729,"b":-0.18178373,"edge":"AGG","lead":"AGG","aPeak":"2021-09-10","aTrough":"2022-10-21","bPeak":"2020-08-07","bTrough":"2022-10-21"},"excess":{"a":-0.01034633,"b":-0.02028073,"edge":"OVB","lead":"OVB"},"sharpe":{"a":-0.14604368,"b":-0.34372825,"edge":"OVB","lead":"OVB"},"sortino":{"a":-0.20431706,"b":-0.4724117,"edge":"OVB","lead":"OVB"},"calmar":{"a":0.07627545,"b":0.0385762,"edge":"OVB","lead":"OVB"}},"relative":{"OVB":{"on":"AGG","beta":1.07951829,"r2":0.80833154,"alpha":0.01154709,"alphaT":0.98793679,"alphaLow":-0.01143714,"alphaHigh":0.03453132,"upsideCapture":1.1564527,"downsideCapture":1.07023236,"treynor":-0.00958421,"trackingError":0.03136837,"informationRatio":0.31670121,"upWeeks":189,"downWeeks":175,"treynorReference":-0.02028073,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"OVB","lead":"OVB"},"downsideCapture":{"edge":"AGG (slight)","lead":"AGG"},"treynor":{"edge":"OVB","lead":"OVB"},"informationRatio":{"edge":null,"lead":"OVB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"OVB":{"kept":"2026-11-01","distributions":35,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":368,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12112486}},"AGG":{"kept":"2026-11-01","distributions":84,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":368,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.05069717}}}}