{"schemaVersion":1,"ticker":"PBOT","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pbot/","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, PBOT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pbot/"},"benchmark":{"ticker":"ACWI","name":"MSCI All Country World Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"PBOT","b":"ACWI","window":{"from":"2025-10-24","to":"2026-10-23","firstReturn":"2025-10-31","weeklyReturns":52,"years":1.0,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0378592,"perWeek":0.0007280615,"days":250,"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":0.2669749,"b":0.1301595,"edge":"PBOT","lead":"PBOT"},"annualised":{"a":0.2669749,"b":0.1301595,"edge":"PBOT","lead":"PBOT"},"price":{"a":0.26576267,"b":0.113162,"edge":"PBOT","lead":"PBOT"},"volatility":{"a":0.25159326,"b":0.12187765,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.16946202,"b":0.07596592,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.13444452,"b":-0.08859988,"edge":"ACWI","lead":"ACWI","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2026-02-20","bTrough":"2026-03-27"},"excess":{"a":0.23061981,"b":0.09189581,"edge":"PBOT","lead":"PBOT"},"sharpe":{"a":0.91663747,"b":0.7540005,"edge":"PBOT","lead":"PBOT"},"sortino":{"a":1.3608938,"b":1.20969787,"edge":"PBOT","lead":"PBOT"},"calmar":{"a":1.98576257,"b":1.46907086,"edge":"PBOT","lead":"PBOT"}},"relative":{"PBOT":{"on":"ACWI","beta":1.55981957,"r2":0.57095103,"alpha":0.08727893,"alphaT":0.52149441,"alphaLow":-0.24887978,"alphaHigh":0.42343764,"upsideCapture":1.95557122,"downsideCapture":1.25012102,"treynor":0.14785031,"trackingError":0.17836397,"informationRatio":0.77775797,"upWeeks":30,"downWeeks":22,"treynorReference":0.09189581,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"PBOT","lead":"PBOT"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"PBOT","lead":"PBOT"},"informationRatio":{"edge":null,"lead":"PBOT","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PBOT":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":52,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.2669749}},"ACWI":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":52,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.1301595}}}}