{"schemaVersion":1,"ticker":"OVT","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ovt/","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, OVT against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ovt/"},"benchmark":{"ticker":"VCSH","name":"Vanguard Short-Term Corporate Bond ETF (VCSH)","tier":2,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":82.0,"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":93.4,"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":40.63,"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":"OVT","b":"VCSH","window":{"from":"2021-01-22","to":"2026-10-30","firstReturn":"2021-01-29","weeklyReturns":301,"years":5.77,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03416131,"perWeek":0.0006569484,"days":1445,"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":0.17027751,"b":0.12858349,"edge":"OVT","lead":"OVT"},"annualised":{"a":0.02753686,"b":0.02111719,"edge":"OVT","lead":"OVT"},"price":{"a":-0.15095628,"b":-0.0630338,"edge":"VCSH","lead":"VCSH"},"volatility":{"a":0.04254236,"b":0.02669057,"edge":"VCSH","lead":"VCSH"},"downsideDeviation":{"a":0.03093105,"b":0.01968506,"edge":"VCSH","lead":"VCSH"},"maxDrawdown":{"a":-0.13591001,"b":-0.09073398,"edge":"VCSH","lead":"VCSH","aPeak":"2021-09-03","aTrough":"2022-10-14","bPeak":"2021-07-30","bTrough":"2022-10-14"},"excess":{"a":-0.00608814,"b":-0.01290498,"edge":"OVT","lead":"OVT"},"sharpe":{"a":-0.14310779,"b":-0.48350331,"edge":"OVT","lead":"OVT"},"sortino":{"a":-0.19682946,"b":-0.65557212,"edge":"OVT","lead":"OVT"},"calmar":{"a":0.202611,"b":0.23273743,"edge":"VCSH","lead":"VCSH"}},"relative":{"OVT":{"on":"VCSH","beta":1.26827616,"r2":0.63314062,"alpha":0.01027893,"alphaT":0.95599571,"alphaLow":-0.01088038,"alphaHigh":0.03143825,"upsideCapture":1.36204373,"downsideCapture":1.31438128,"treynor":-0.00480033,"trackingError":0.02674384,"informationRatio":0.25489362,"upWeeks":164,"downWeeks":131,"treynorReference":-0.01290498,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"OVT","lead":"OVT"},"downsideCapture":{"edge":"VCSH","lead":"VCSH"},"treynor":{"edge":"OVT","lead":"OVT"},"informationRatio":{"edge":null,"lead":"OVT","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"OVT":{"kept":"2026-11-01","distributions":30,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":301,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.17027751}},"VCSH":{"kept":"2026-11-01","distributions":69,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":301,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12858349}}}}