{"schemaVersion":1,"ticker":"RSBT","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/rsbt/","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, RSBT against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/rsbt/"},"benchmark":{"ticker":null,"name":null,"tier":null,"kind":null,"basisOnPage":null,"basisHere":"total"},"stated":{"index":"Bloomberg U.S. Aggregate Bond Index","namedIn":"its shareholder report","status":"priced","via":"AGG","r2":0.0126,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":9.29038491,"ref":-0.29096694,"gap":9.58135185}},"absent":"no ETF prices its benchmark (none named)","notMeasured":"no priced benchmark","secondary":{"benchmark":{"ticker":"AGG","name":"Bloomberg U.S. Aggregate Bond Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"RSBT","b":"AGG","window":{"from":"2023-02-17","to":"2026-10-30","firstReturn":"2023-02-24","weeklyReturns":193,"years":3.7,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04601695,"perWeek":0.0008849414,"days":926,"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":0.01137119,"b":0.12643358,"edge":"AGG","lead":"AGG"},"annualised":{"a":0.0030511,"b":0.03259743,"edge":"AGG","lead":"AGG"},"price":{"a":-0.04191766,"b":-0.01673469,"edge":"AGG","lead":"AGG"},"volatility":{"a":0.11756228,"b":0.05280577,"edge":"AGG","lead":"AGG"},"downsideDeviation":{"a":0.0930931,"b":0.03764206,"edge":"AGG","lead":"AGG"},"maxDrawdown":{"a":-0.20740703,"b":-0.06931425,"edge":"AGG","lead":"AGG","aPeak":"2023-02-17","aTrough":"2025-05-16","bPeak":"2023-04-06","bTrough":"2023-10-20"},"excess":{"a":-0.0360323,"b":-0.01254427,"edge":"AGG","lead":"AGG"},"sharpe":{"a":-0.3064954,"b":-0.23755487,"edge":"AGG","lead":"AGG"},"sortino":{"a":-0.38705658,"b":-0.33325132,"edge":"AGG","lead":"AGG"},"calmar":{"a":0.01471067,"b":0.47028466,"edge":"AGG","lead":"AGG"}},"relative":{"RSBT":{"on":"AGG","beta":0.46762963,"r2":0.04411952,"alpha":-0.03016623,"alphaT":-0.50403128,"alphaLow":-0.1482179,"alphaHigh":0.08788545,"upsideCapture":0.61534793,"downsideCapture":0.82140045,"treynor":-0.07705307,"trackingError":0.11832758,"informationRatio":-0.19850005,"upWeeks":102,"downWeeks":90,"treynorReference":-0.01254427,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AGG","lead":"AGG"},"downsideCapture":{"edge":"RSBT","lead":"RSBT"},"treynor":{"edge":"AGG","lead":"AGG"},"informationRatio":{"edge":null,"lead":"AGG","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"RSBT":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":193,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.01137119}},"AGG":{"kept":"2026-11-01","distributions":44,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":193,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12643358}}}}}