{"schemaVersion":1,"ticker":"RSST","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/rsst/","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, RSST against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/rsst/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"RSST","b":"VOO","window":{"from":"2023-09-15","to":"2026-10-30","firstReturn":"2023-09-22","weeklyReturns":163,"years":3.12,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04486517,"perWeek":0.0008627918,"days":781,"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":0.72634444,"b":0.7726821,"edge":"VOO (slight)","lead":"VOO"},"annualised":{"a":0.19027694,"b":0.20037743,"edge":"VOO (slight)","lead":"VOO"},"price":{"a":0.69027431,"b":0.69988257,"edge":"Tie"},"volatility":{"a":0.21330262,"b":0.14147972,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.15365363,"b":0.0909353,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.26834362,"b":-0.1668507,"edge":"VOO","lead":"VOO","aPeak":"2024-07-05","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.15263467,"b":0.14804855,"edge":"RSST (slight)","lead":"RSST"},"sharpe":{"a":0.71557801,"b":1.04642949,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.99336841,"b":1.62806461,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.70907943,"b":1.2009385,"edge":"VOO","lead":"VOO"}},"relative":{"RSST":{"on":"VOO","beta":1.29898414,"r2":0.7423414,"alpha":-0.03967805,"alphaT":-0.64006861,"alphaLow":-0.16209701,"alphaHigh":0.08274091,"upsideCapture":1.34307772,"downsideCapture":1.221943,"treynor":0.1175031,"trackingError":0.11624224,"informationRatio":0.03945311,"upWeeks":97,"downWeeks":66,"treynorReference":0.14804855,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"RSST","lead":"RSST"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"RSST","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"RSST":{"kept":"2026-11-01","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":163,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.72634444}},"VOO":{"kept":"2026-11-01","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":163,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.7726821}}}}