{"schemaVersion":1,"ticker":"PBDE","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pbde/","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, PBDE against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pbde/"},"benchmark":{"ticker":"SPY","name":"SPDR S&P 500 ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"PBDE","b":"SPY","window":{"from":"2024-05-31","to":"2026-10-23","firstReturn":"2024-06-07","weeklyReturns":125,"years":2.4,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04216093,"perWeek":0.0008107872,"days":599,"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":0.26759102,"b":0.48352121,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.10367023,"b":0.17830631,"edge":"SPY","lead":"SPY"},"price":{"a":0.26759102,"b":0.44105656,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.05994571,"b":0.14754057,"edge":"PBDE","lead":"PBDE"},"downsideDeviation":{"a":0.03994113,"b":0.09638633,"edge":"PBDE","lead":"PBDE"},"maxDrawdown":{"a":-0.07524685,"b":-0.16877308,"edge":"PBDE","lead":"PBDE","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.05836036,"b":0.13300542,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.9735535,"b":0.90148368,"edge":"PBDE (slight)","lead":"PBDE"},"sortino":{"a":1.46115926,"b":1.37991987,"edge":"PBDE (slight)","lead":"PBDE"},"calmar":{"a":1.37773505,"b":1.05648552,"edge":"PBDE","lead":"PBDE"}},"relative":{"PBDE":{"on":"SPY","beta":0.39169676,"r2":0.92940856,"alpha":0.00626256,"alphaT":0.60244694,"alphaLow":-0.01431412,"alphaHigh":0.02683925,"upsideCapture":0.32830877,"downsideCapture":0.42463992,"treynor":0.14899372,"trackingError":0.09115166,"informationRatio":-0.81891058,"upWeeks":72,"downWeeks":53,"treynorReference":0.13300542,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"PBDE","lead":"PBDE"},"treynor":{"edge":"PBDE","lead":"PBDE"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PBDE":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":125,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.26759102}},"SPY":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":125,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.48352121}}}}