{"schemaVersion":1,"ticker":"QCOC","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qcoc/","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, QCOC against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/qcoc/"},"benchmark":{"ticker":"QQQ","name":"Invesco QQQ Trust, Series 1","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"QCOC","b":"QQQ","window":{"from":"2024-11-01","to":"2026-10-23","firstReturn":"2024-11-08","weeklyReturns":103,"years":1.97,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04031684,"perWeek":0.0007753238,"days":493,"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":0.24531171,"b":0.45959211,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":0.11712443,"b":0.21035563,"edge":"QQQ","lead":"QQQ"},"price":{"a":0.24531171,"b":0.44513058,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":0.07467985,"b":0.20376144,"edge":"QCOC","lead":"QCOC"},"downsideDeviation":{"a":0.04784543,"b":0.13159391,"edge":"QCOC","lead":"QCOC"},"maxDrawdown":{"a":-0.09230769,"b":-0.21344135,"edge":"QCOC","lead":"QCOC","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.07332178,"b":0.17150244,"edge":"QQQ","lead":"QQQ"},"sharpe":{"a":0.98181474,"b":0.84168247,"edge":"QCOC","lead":"QCOC"},"sortino":{"a":1.53247178,"b":1.3032703,"edge":"QCOC","lead":"QCOC"},"calmar":{"a":1.26884802,"b":0.98554298,"edge":"QCOC","lead":"QCOC"}},"relative":{"QCOC":{"on":"QQQ","beta":0.34215107,"r2":0.87151116,"alpha":0.01464203,"alphaT":0.7608094,"alphaLow":-0.02353554,"alphaHigh":0.05281961,"upsideCapture":0.24585818,"downsideCapture":0.40610556,"treynor":0.2142965,"trackingError":0.13669109,"informationRatio":-0.71826673,"upWeeks":58,"downWeeks":45,"treynorReference":0.17150244,"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":"QCOC","lead":"QCOC"},"treynor":{"edge":"QCOC","lead":"QCOC"},"informationRatio":{"edge":null,"lead":"QQQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QCOC":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":103,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.24531171}},"QQQ":{"kept":"2026-10-26","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":103,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.45959211}}}}