{"schemaVersion":1,"ticker":"RSBA","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/rsba/","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, RSBA against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/rsba/"},"benchmark":{"ticker":"SPTB","name":"Bloomberg U.S. Treasury Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"RSBA","b":"SPTB","window":{"from":"2024-12-27","to":"2026-10-30","firstReturn":"2025-01-03","weeklyReturns":96,"years":1.84,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03998286,"perWeek":0.0007689012,"days":461,"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":0.06039379,"b":0.06086877,"edge":"Tie"},"annualised":{"a":0.03227336,"b":0.03252379,"edge":"Tie"},"price":{"a":0.02582101,"b":-0.0138894,"edge":"RSBA","lead":"RSBA"},"volatility":{"a":0.04596131,"b":0.04037346,"edge":"SPTB","lead":"SPTB"},"downsideDeviation":{"a":0.03556673,"b":0.03072172,"edge":"SPTB","lead":"SPTB"},"maxDrawdown":{"a":-0.05965941,"b":-0.04431654,"edge":"SPTB","lead":"SPTB","aPeak":"2026-02-13","aTrough":"2026-10-02","bPeak":"2026-02-27","bTrough":"2026-10-02"},"excess":{"a":-0.00716131,"b":-0.00715851,"edge":"Tie"},"sharpe":{"a":-0.1558118,"b":-0.17730742,"edge":"RSBA","lead":"RSBA"},"sortino":{"a":-0.20134871,"b":-0.23301149,"edge":"RSBA","lead":"RSBA"},"calmar":{"a":0.54096004,"b":0.7338974,"edge":"SPTB","lead":"SPTB"}},"relative":{"RSBA":{"on":"SPTB","beta":1.05521618,"r2":0.85919163,"alpha":0.00039247,"alphaT":0.03074667,"alphaLow":-0.02495171,"alphaHigh":0.02573665,"upsideCapture":1.14982604,"downsideCapture":1.15013928,"treynor":-0.00678659,"trackingError":0.0173902,"informationRatio":-0.00016104,"upWeeks":53,"downWeeks":42,"treynorReference":-0.00715851,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"RSBA","lead":"RSBA"},"downsideCapture":{"edge":"SPTB","lead":"SPTB"},"treynor":{"edge":"RSBA (slight)","lead":"RSBA"},"informationRatio":{"edge":null,"lead":"SPTB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"RSBA":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":96,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.06039379}},"SPTB":{"kept":"2026-11-01","distributions":21,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":96,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.06086877}}}}