{"schemaVersion":1,"ticker":"PID","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pid/","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, PID against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/pid/"},"benchmark":{"ticker":"EFA","name":"MSCI EAFE Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"PID","b":"EFA","window":{"from":"2005-09-23","to":"2026-10-30","firstReturn":"2005-09-30","weeklyReturns":1101,"years":21.1,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.01791015,"perWeek":0.000344426,"days":5279,"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":2.08006441,"b":2.38716545,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.05456797,"b":0.05931242,"edge":"EFA (slight)","lead":"EFA"},"price":{"a":0.48832555,"b":0.81989437,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.19670767,"b":0.19133576,"edge":"EFA (slight)","lead":"EFA"},"downsideDeviation":{"a":0.146668,"b":0.13933518,"edge":"EFA (slight)","lead":"EFA"},"maxDrawdown":{"a":-0.6461642,"b":-0.59426177,"edge":"EFA (slight)","lead":"EFA","aPeak":"2007-11-02","aTrough":"2009-03-06","bPeak":"2007-10-26","bTrough":"2009-03-06"},"excess":{"a":0.05504851,"b":0.05829309,"edge":"EFA (slight)","lead":"EFA"},"sharpe":{"a":0.27984935,"b":0.30466387,"edge":"EFA (slight)","lead":"EFA"},"sortino":{"a":0.37532735,"b":0.41836593,"edge":"EFA","lead":"EFA"},"calmar":{"a":0.08444908,"b":0.09980857,"edge":"EFA","lead":"EFA"}},"relative":{"PID":{"on":"EFA","beta":0.92421049,"r2":0.80814914,"alpha":0.00117342,"alphaT":0.06258331,"alphaLow":-0.035616,"alphaHigh":0.03796284,"upsideCapture":0.81335627,"downsideCapture":0.91726075,"treynor":0.05956274,"trackingError":0.08737131,"informationRatio":-0.03713554,"upWeeks":611,"downWeeks":487,"treynorReference":0.05829309,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"PID (slight)","lead":"PID"},"treynor":{"edge":"PID (slight)","lead":"PID"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PID":{"kept":"2026-11-01","distributions":84,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":1,"agree":1},"vendor":{"weeks":1101,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.08006441}},"EFA":{"kept":"2026-11-01","distributions":41,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1101,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.38716545}}}}