{"schemaVersion":1,"ticker":"QALT","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qalt/","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, QALT against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/qalt/"},"benchmark":{"ticker":null,"name":null,"tier":null,"kind":null,"basisOnPage":null,"basisHere":"total"},"stated":{"index":"Bloomberg U.S. Aggregate Bond Index","namedIn":"its shareholder report","status":"priced","via":"AGG","r2":0.0,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":6.51585763,"ref":-0.29096694,"gap":6.80682457}},"absent":"no ETF prices its benchmark (none named)","notMeasured":"no priced benchmark","secondary":{"benchmark":{"ticker":"AGG","name":"Bloomberg U.S. Aggregate Bond Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"QALT","b":"AGG","window":{"from":"2025-09-05","to":"2026-10-30","firstReturn":"2025-09-12","weeklyReturns":60,"years":1.15,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03812561,"perWeek":0.0007331847,"days":289,"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":0.10839294,"b":0.00532395,"edge":"QALT","lead":"QALT"},"annualised":{"a":0.09328801,"b":0.00461246,"edge":"QALT","lead":"QALT"},"price":{"a":0.03497888,"b":-0.03736264,"edge":"QALT","lead":"QALT"},"volatility":{"a":0.06749993,"b":0.03617758,"edge":"AGG","lead":"AGG"},"downsideDeviation":{"a":0.05205378,"b":0.02935713,"edge":"AGG","lead":"AGG"},"maxDrawdown":{"a":-0.04513552,"b":-0.04503836,"edge":"Tie","aPeak":"2026-02-27","aTrough":"2026-03-20","bPeak":"2026-02-27","bTrough":"2026-10-02"},"excess":{"a":0.05340473,"b":-0.03287932,"edge":"QALT","lead":"QALT"},"sharpe":{"a":0.79118206,"b":-0.90883137,"edge":"QALT","lead":"QALT"},"sortino":{"a":1.02595301,"b":-1.1199773,"edge":"QALT","lead":"QALT"},"calmar":{"a":2.06684268,"b":0.10241172,"edge":"QALT","lead":"QALT"}},"relative":{"QALT":{"on":"AGG","beta":0.35921581,"r2":0.03706665,"alpha":0.06521551,"alphaT":1.04023568,"alphaLow":-0.06027819,"alphaHigh":0.1907092,"upsideCapture":0.89654178,"downsideCapture":0.0961134,"treynor":0.14867033,"trackingError":0.07017665,"informationRatio":1.22952656,"upWeeks":31,"downWeeks":29,"treynorReference":-0.03287932,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AGG","lead":"AGG"},"downsideCapture":{"edge":"QALT","lead":"QALT"},"treynor":{"edge":"QALT","lead":"QALT"},"informationRatio":{"edge":null,"lead":"QALT","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QALT":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":60,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.10839294}},"AGG":{"kept":"2026-11-01","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":60,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.00532395}}}}}