{"schemaVersion":1,"ticker":"PBD","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pbd/","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, PBD against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pbd/"},"benchmark":{"ticker":"EFA","name":"MSCI EAFE Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"PBD","b":"EFA","window":{"from":"2007-06-22","to":"2026-10-23","firstReturn":"2007-06-29","weeklyReturns":1009,"years":19.34,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01521801,"perWeek":0.000292654,"days":4837,"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":-0.22843923,"b":1.29651038,"edge":"EFA","lead":"EFA"},"annualised":{"a":-0.01327646,"b":0.04377787,"edge":"EFA","lead":"EFA"},"price":{"a":-0.41447368,"b":0.28335626,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.296786,"b":0.19499247,"edge":"EFA","lead":"EFA"},"downsideDeviation":{"a":0.21817142,"b":0.14264899,"edge":"EFA","lead":"EFA"},"maxDrawdown":{"a":-0.77835057,"b":-0.59426177,"edge":"EFA","lead":"EFA","aPeak":"2007-12-28","aTrough":"2012-11-16","bPeak":"2007-10-26","bTrough":"2009-03-06"},"excess":{"a":0.01640313,"b":0.04692112,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.0552692,"b":0.24063043,"edge":"EFA","lead":"EFA"},"sortino":{"a":0.07518458,"b":0.32892713,"edge":"EFA","lead":"EFA"},"calmar":{"a":-0.01705718,"b":0.07366765,"edge":"EFA","lead":"EFA"}},"relative":{"PBD":{"on":"EFA","beta":1.23391843,"r2":0.65723663,"alpha":-0.04149371,"alphaT":-1.05081952,"alphaLow":-0.11897994,"alphaHigh":0.03599252,"upsideCapture":1.26456507,"downsideCapture":1.13986636,"treynor":0.01329353,"trackingError":0.17964338,"informationRatio":-0.16988099,"upWeeks":556,"downWeeks":450,"treynorReference":0.04692112,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"PBD","lead":"PBD"},"downsideCapture":{"edge":"EFA","lead":"EFA"},"treynor":{"edge":"EFA","lead":"EFA"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PBD":{"kept":"2026-10-26","distributions":60,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":1009,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.22843923}},"EFA":{"kept":"2026-10-26","distributions":39,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1009,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.29651038}}}}