{"schemaVersion":1,"ticker":"PMOC","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pmoc/","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, PMOC against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pmoc/"},"benchmark":{"ticker":"SPY","name":"SPDR S&P 500 ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"PMOC","b":"SPY","window":{"from":"2025-10-10","to":"2026-10-23","firstReturn":"2025-10-17","weeklyReturns":54,"years":1.03,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03790656,"perWeek":0.0007289724,"days":259,"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":0.06634596,"b":0.17631334,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.06381195,"b":0.16925991,"edge":"SPY","lead":"SPY"},"price":{"a":0.06634596,"b":0.16377753,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.01931333,"b":0.11996545,"edge":"PMOC","lead":"PMOC"},"downsideDeviation":{"a":0.01085066,"b":0.06912784,"edge":"PMOC","lead":"PMOC"},"maxDrawdown":{"a":-0.01275089,"b":-0.08388653,"edge":"PMOC","lead":"PMOC","aPeak":"2026-02-20","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.02417154,"b":0.12570926,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.25154673,"b":1.04787879,"edge":"PMOC","lead":"PMOC"},"sortino":{"a":2.22765672,"b":1.81850394,"edge":"PMOC","lead":"PMOC"},"calmar":{"a":5.00451123,"b":2.01772466,"edge":"PMOC","lead":"PMOC"}},"relative":{"PMOC":{"on":"SPY","beta":0.15005231,"r2":0.86872722,"alpha":0.00530857,"alphaT":0.75765202,"alphaLow":-0.00875122,"alphaHigh":0.01936836,"upsideCapture":0.14249336,"downsideCapture":0.10092869,"treynor":0.1610874,"trackingError":0.10220419,"informationRatio":-0.99347904,"upWeeks":31,"downWeeks":23,"treynorReference":0.12570926,"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":"PMOC","lead":"PMOC"},"treynor":{"edge":"PMOC","lead":"PMOC"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PMOC":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":54,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.06634596}},"SPY":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":54,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.17631334}}}}