{"schemaVersion":1,"ticker":"REMX","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/remx/","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, REMX against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/remx/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"REMX","b":"ACWI","window":{"from":"2010-11-05","to":"2026-10-23","firstReturn":"2010-11-12","weeklyReturns":833,"years":15.96,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01607873,"perWeek":0.0003092064,"days":3992,"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":-0.681577,"b":3.65094714,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":-0.06894558,"b":0.10070579,"edge":"ACWI","lead":"ACWI"},"price":{"a":-0.79714601,"b":2.371318,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.35278034,"b":0.15947782,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.24463452,"b":0.11162082,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.8920819,"b":-0.32084971,"edge":"ACWI","lead":"ACWI","aPeak":"2011-04-15","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":-0.02536991,"b":0.09274756,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":-0.07191418,"b":0.58157024,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":-0.10370535,"b":0.83091627,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":-0.07728615,"b":0.31387217,"edge":"ACWI","lead":"ACWI"}},"relative":{"REMX":{"on":"ACWI","beta":1.42666443,"r2":0.41594464,"alpha":-0.15768955,"alphaT":-2.33196329,"alphaLow":-0.29041747,"alphaHigh":-0.02496163,"upsideCapture":1.29276626,"downsideCapture":1.33038657,"treynor":-0.01778267,"trackingError":0.27806101,"informationRatio":-0.42478975,"upWeeks":482,"downWeeks":349,"treynorReference":0.09274756,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"ACWI","lead":"ACWI"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"REMX","lead":"REMX"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"REMX":{"kept":"2026-10-26","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2017-12-18","amount":0.87,"vendor":0.841282},{"ex":"2021-12-20","amount":5.8917,"vendor":6.103486},{"ex":"2025-12-22","amount":1.3008,"vendor":1.248658}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":833,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.681577}},"ACWI":{"kept":"2026-10-26","distributions":34,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":833,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.65094714}}}}