{"schemaVersion":1,"ticker":"OVF","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ovf/","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, OVF against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ovf/"},"benchmark":{"ticker":"ACWX","name":"iShares MSCI ACWI ex U.S. ETF (ACWX)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"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":89.9,"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":51.61,"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":"OVF","b":"ACWX","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":0.74409871,"b":0.91521886,"edge":"ACWX","lead":"ACWX"},"annualised":{"a":0.08177027,"b":0.09617196,"edge":"ACWX","lead":"ACWX"},"price":{"a":0.17638055,"b":0.58347714,"edge":"ACWX","lead":"ACWX"},"volatility":{"a":0.17068428,"b":0.18092618,"edge":"OVF (slight)","lead":"OVF"},"downsideDeviation":{"a":0.12505141,"b":0.12925516,"edge":"OVF (slight)","lead":"OVF"},"maxDrawdown":{"a":-0.30063128,"b":-0.3316,"edge":"OVF (slight)","lead":"OVF","aPeak":"2021-09-03","aTrough":"2022-10-14","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.06436913,"b":0.07939806,"edge":"ACWX","lead":"ACWX"},"sharpe":{"a":0.37712397,"b":0.4388423,"edge":"ACWX","lead":"ACWX"},"sortino":{"a":0.51474139,"b":0.61427381,"edge":"ACWX","lead":"ACWX"},"calmar":{"a":0.27199521,"b":0.290024,"edge":"ACWX (slight)","lead":"ACWX"}},"relative":{"OVF":{"on":"ACWX","beta":0.89910025,"r2":0.9083056,"alpha":-0.00701768,"alphaT":-0.36004233,"alphaLow":-0.04534661,"alphaHigh":0.03131125,"upsideCapture":0.85983588,"downsideCapture":0.94414726,"treynor":0.07159283,"trackingError":0.05481427,"informationRatio":-0.27417908,"upWeeks":206,"downWeeks":161,"treynorReference":0.07939806,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWX","lead":"ACWX"},"downsideCapture":{"edge":"OVF (slight)","lead":"OVF"},"treynor":{"edge":"ACWX (slight)","lead":"ACWX"},"informationRatio":{"edge":null,"lead":"ACWX","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"OVF":{"kept":"2026-11-01","distributions":33,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":368,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.74409871}},"ACWX":{"kept":"2026-11-01","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":368,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.91521886}}}}