{"schemaVersion":1,"ticker":"PSIL","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/psil/","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, PSIL against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/psil/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"S&P 500 Index","namedIn":"its shareholder report","status":"priced","via":"VOO","r2":0.1443,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":16.64878376,"ref":12.41511385,"gap":4.23366991}},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"VOO","name":"S&P 500 Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"PSIL","b":"VOO","window":{"from":"2021-09-24","to":"2026-10-30","firstReturn":"2021-10-01","weeklyReturns":266,"years":5.1,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.0386949,"perWeek":0.0007441327,"days":1274,"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":-0.74592779,"b":0.82588481,"edge":"VOO","lead":"VOO"},"annualised":{"a":-0.23497463,"b":0.12490305,"edge":"VOO","lead":"VOO"},"price":{"a":-0.78090767,"b":0.69689347,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.51584192,"b":0.16105284,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.29864273,"b":0.1078275,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.9260151,"b":-0.23914698,"edge":"VOO","lead":"VOO","aPeak":"2021-11-05","aTrough":"2024-10-11","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":-0.19100163,"b":0.09205068,"edge":"VOO","lead":"VOO"},"sharpe":{"a":-0.37027163,"b":0.57155578,"edge":"VOO","lead":"VOO"},"sortino":{"a":-0.63956564,"b":0.85368468,"edge":"VOO","lead":"VOO"},"calmar":{"a":-0.25374816,"b":0.52228573,"edge":"VOO","lead":"VOO"}},"relative":{"PSIL":{"on":"VOO","beta":0.87642833,"r2":0.07487491,"alpha":-0.27167745,"alphaT":-1.23222464,"alphaLow":-0.70579499,"alphaHigh":0.16244008,"upsideCapture":0.39707125,"downsideCapture":1.19220729,"treynor":-0.21793183,"trackingError":0.4965534,"informationRatio":-0.57003398,"upWeeks":147,"downWeeks":119,"treynorReference":0.09205068,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PSIL":{"kept":"2026-11-01","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":266,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.74592779}},"VOO":{"kept":"2026-11-01","distributions":21,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":266,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.82588481}}}}}