{"schemaVersion":1,"ticker":"QTAC","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qtac/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, QTAC against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/qtac/"},"benchmark":{"ticker":"QQQ","name":"Nasdaq- 100 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"QTAC","b":"QQQ","window":{"from":"2025-12-26","to":"2026-11-06","firstReturn":"2026-01-02","weeklyReturns":45,"years":0.86,"short":true,"weekEnding":"2026-11-08","cumulativeOnly":"45 weekly returns, 2025-12-26 to 2026-11-06: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03801835,"perWeek":0.0007311221,"days":218,"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":-0.17476481,"b":0.05516731,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":null,"b":null,"absent":"45 weekly returns, under the 52 an annualised number needs"},"price":{"a":-0.17476481,"b":0.05162769,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":null,"b":null,"absent":"45 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"45 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.18152612,"b":-0.12667882,"edge":"QQQ","lead":"QQQ","aPeak":"2026-10-09","aTrough":"2026-11-06","bPeak":"2026-10-09","bTrough":"2026-11-06"},"excess":{"a":null,"b":null,"absent":"45 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"45 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"45 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"45 weekly returns, under the 52 an annualised number needs"}},"relative":{"QTAC":{"on":"QQQ","beta":1.09485837,"r2":0.70683453,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":24,"downWeeks":21,"absent":"45 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true}}}},"sources":{"QTAC":{"kept":"2026-11-09","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":45,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.17476481}},"QQQ":{"kept":"2026-11-09","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":14,"agree":13},"vendor":{"weeks":45,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.05516731}}}}