{"schemaVersion":1,"ticker":"QTR","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qtr/","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, QTR against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/qtr/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"QTR","b":"VOO","window":{"from":"2021-09-03","to":"2026-10-30","firstReturn":"2021-09-10","weeklyReturns":269,"years":5.16,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03827888,"perWeek":0.0007361323,"days":1288,"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":0.56809297,"b":0.79472069,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.09085504,"b":0.11969507,"edge":"VOO","lead":"VOO"},"price":{"a":0.27766822,"b":0.66793096,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.1754338,"b":0.16042452,"edge":"VOO (slight)","lead":"VOO"},"downsideDeviation":{"a":0.11876428,"b":0.10751342,"edge":"VOO (slight)","lead":"VOO"},"maxDrawdown":{"a":-0.3023252,"b":-0.23914698,"edge":"VOO","lead":"VOO","aPeak":"2021-12-10","aTrough":"2022-12-30","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.06406409,"b":0.08771513,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.36517529,"b":0.54676887,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.53942219,"b":0.81585292,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.30052088,"b":0.5005084,"edge":"VOO","lead":"VOO"}},"relative":{"QTR":{"on":"VOO","beta":0.94119307,"r2":0.74075131,"alpha":-0.01849279,"alphaT":-0.46864516,"alphaLow":-0.09618536,"alphaHigh":0.05919977,"upsideCapture":1.07160904,"downsideCapture":1.07564362,"treynor":0.06806689,"trackingError":0.08982151,"informationRatio":-0.26331164,"upWeeks":148,"downWeeks":121,"treynorReference":0.08771513,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"QTR (slight)","lead":"QTR"},"downsideCapture":{"edge":"VOO (slight)","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":{"QTR":{"kept":"2026-11-01","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":269,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.56809297}},"VOO":{"kept":"2026-11-01","distributions":21,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":269,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.79472069}}}}