{"schemaVersion":1,"ticker":"PCLN","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pcln/","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, PCLN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pcln/"},"benchmark":{"ticker":"ACWI","name":"MSCI All Country World Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"PCLN","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":0.12091065,"b":0.1301595,"edge":"ACWI (slight)","lead":"ACWI"},"annualised":{"a":0.12091065,"b":0.1301595,"edge":"ACWI (slight)","lead":"ACWI"},"price":{"a":0.12006481,"b":0.113162,"edge":"PCLN (slight)","lead":"PCLN"},"volatility":{"a":0.19737461,"b":0.12187765,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.12912323,"b":0.07596592,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.13810724,"b":-0.08859988,"edge":"ACWI","lead":"ACWI","aPeak":"2026-06-18","aTrough":"2026-10-23","bPeak":"2026-02-20","bTrough":"2026-03-27"},"excess":{"a":0.09549026,"b":0.09189581,"edge":"PCLN (slight)","lead":"PCLN"},"sharpe":{"a":0.48380213,"b":0.7540005,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.73952808,"b":1.20969787,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.87548382,"b":1.46907086,"edge":"ACWI","lead":"ACWI"}},"relative":{"PCLN":{"on":"ACWI","beta":1.28674776,"r2":0.63132414,"alpha":-0.02275647,"alphaT":-0.18697516,"alphaLow":-0.26721521,"alphaHigh":0.22170227,"upsideCapture":1.09172057,"downsideCapture":1.08408107,"treynor":0.07421055,"trackingError":0.12483502,"informationRatio":0.02879359,"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":"PCLN (slight)","lead":"PCLN"},"downsideCapture":{"edge":"ACWI (slight)","lead":"ACWI"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"PCLN","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PCLN":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":52,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12091065}},"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}}}}