{"schemaVersion":1,"ticker":"RSSE","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/rsse/","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, RSSE against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/rsse/"},"benchmark":{"ticker":"RSP","name":"Invesco S&P 500® Equal Weight ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"RSSE","b":"RSP","window":{"from":"2024-10-04","to":"2026-10-23","firstReturn":"2024-10-11","weeklyReturns":107,"years":2.05,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04053867,"perWeek":0.0007795898,"days":512,"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":0.1922022,"b":0.25250991,"edge":"RSP","lead":"RSP"},"annualised":{"a":0.08919248,"b":0.11562907,"edge":"RSP","lead":"RSP"},"price":{"a":0.1922022,"b":0.2126337,"edge":"RSP (slight)","lead":"RSP"},"volatility":{"a":0.08702211,"b":0.13293813,"edge":"RSSE","lead":"RSSE"},"downsideDeviation":{"a":0.06277347,"b":0.09417402,"edge":"RSSE","lead":"RSSE"},"maxDrawdown":{"a":-0.09810588,"b":-0.1553223,"edge":"RSSE","lead":"RSSE","aPeak":"2024-11-29","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.0487466,"b":0.07782937,"edge":"RSP","lead":"RSP"},"sharpe":{"a":0.56016336,"b":0.58545555,"edge":"RSP (slight)","lead":"RSP"},"sortino":{"a":0.77654772,"b":0.82644204,"edge":"RSP (slight)","lead":"RSP"},"calmar":{"a":0.90914512,"b":0.744446,"edge":"RSSE","lead":"RSSE"}},"relative":{"RSSE":{"on":"RSP","beta":0.6363638,"r2":0.94504157,"alpha":-0.0007812,"alphaT":-0.05448862,"alphaLow":-0.0292086,"alphaHigh":0.0276462,"upsideCapture":0.5552194,"downsideCapture":0.67043064,"treynor":0.07660177,"trackingError":0.05246957,"informationRatio":-0.55427888,"upWeeks":59,"downWeeks":48,"treynorReference":0.07782937,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"RSP","lead":"RSP"},"downsideCapture":{"edge":"RSSE","lead":"RSSE"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"RSP","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"RSSE":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":107,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.1922022}},"RSP":{"kept":"2026-10-26","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":107,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.25250991}}}}