{"schemaVersion":1,"ticker":"OVS","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ovs/","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, OVS against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ovs/"},"benchmark":{"ticker":"IJR","name":"iShares Core S&P Small-Cap ETF (IJR)","tier":2,"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":96.6,"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":66.74,"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":"OVS","b":"IJR","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":1.12399306,"b":1.03469171,"edge":"OVS (slight)","lead":"OVS"},"annualised":{"a":0.11231592,"b":0.10558515,"edge":"OVS (slight)","lead":"OVS"},"price":{"a":0.56981926,"b":0.82550423,"edge":"IJR","lead":"IJR"},"volatility":{"a":0.26179703,"b":0.2481802,"edge":"IJR (slight)","lead":"IJR"},"downsideDeviation":{"a":0.18385414,"b":0.17111841,"edge":"IJR (slight)","lead":"IJR"},"maxDrawdown":{"a":-0.42626604,"b":-0.41689118,"edge":"IJR (slight)","lead":"IJR","aPeak":"2020-01-17","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.11216396,"b":0.10235751,"edge":"OVS (slight)","lead":"OVS"},"sharpe":{"a":0.42843862,"b":0.41243221,"edge":"OVS (slight)","lead":"OVS"},"sortino":{"a":0.61007035,"b":0.59816772,"edge":"Tie"},"calmar":{"a":0.26348785,"b":0.25326789,"edge":"OVS (slight)","lead":"OVS"}},"relative":{"OVS":{"on":"IJR","beta":1.03070818,"r2":0.95472053,"alpha":0.00666324,"alphaT":0.31724043,"alphaLow":-0.03463993,"alphaHigh":0.0479664,"upsideCapture":1.10278245,"downsideCapture":1.02709441,"treynor":0.10882223,"trackingError":0.05622662,"informationRatio":0.17440938,"upWeeks":197,"downWeeks":171,"treynorReference":0.10235751,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"OVS (slight)","lead":"OVS"},"downsideCapture":{"edge":"IJR (slight)","lead":"IJR"},"treynor":{"edge":"OVS (slight)","lead":"OVS"},"informationRatio":{"edge":null,"lead":"OVS","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"OVS":{"kept":"2026-11-01","distributions":35,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2025-04-03","amount":0.25304,"vendor":0.274279}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":368,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.12399306}},"IJR":{"kept":"2026-11-01","distributions":28,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":368,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.03469171}}}}