{"schemaVersion":1,"ticker":"PQOC","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pqoc/","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, PQOC against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pqoc/"},"benchmark":{"ticker":"QQQ","name":"Invesco QQQ Trust, Series 1","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"PQOC","b":"QQQ","window":{"from":"2025-01-10","to":"2026-10-23","firstReturn":"2025-01-17","weeklyReturns":93,"years":1.78,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03990582,"perWeek":0.0007674195,"days":447,"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":0.26596007,"b":0.40049114,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":0.14095128,"b":0.20723321,"edge":"QQQ","lead":"QQQ"},"price":{"a":0.26590413,"b":0.38882864,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":0.10822403,"b":0.2056173,"edge":"PQOC","lead":"PQOC"},"downsideDeviation":{"a":0.07113102,"b":0.13364248,"edge":"PQOC","lead":"PQOC"},"maxDrawdown":{"a":-0.12486763,"b":-0.21344135,"edge":"PQOC","lead":"PQOC","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.09793045,"b":0.16969198,"edge":"QQQ","lead":"QQQ"},"sharpe":{"a":0.90488644,"b":0.82528064,"edge":"PQOC (slight)","lead":"PQOC"},"sortino":{"a":1.37676161,"b":1.2697458,"edge":"PQOC (slight)","lead":"PQOC"},"calmar":{"a":1.12880559,"b":0.97091404,"edge":"PQOC","lead":"PQOC"}},"relative":{"PQOC":{"on":"QQQ","beta":0.50579515,"r2":0.92346675,"alpha":0.01210107,"alphaT":0.53405445,"alphaLow":-0.032908,"alphaHigh":0.05711015,"upsideCapture":0.38207829,"downsideCapture":0.58976664,"treynor":0.19361683,"trackingError":0.10593592,"informationRatio":-0.67740501,"upWeeks":52,"downWeeks":41,"treynorReference":0.16969198,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"QQQ","lead":"QQQ"},"downsideCapture":{"edge":"PQOC","lead":"PQOC"},"treynor":{"edge":"PQOC","lead":"PQOC"},"informationRatio":{"edge":null,"lead":"QQQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PQOC":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":6},"vendor":{"weeks":93,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.26596007}},"QQQ":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":93,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.40049114}}}}