{"schemaVersion":1,"ticker":"RW","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/rw/","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, RW against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/rw/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"RW","b":"VOO","window":{"from":"2025-06-27","to":"2026-10-30","firstReturn":"2025-07-03","weeklyReturns":70,"years":1.34,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03879466,"perWeek":0.0007460511,"days":337,"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":-0.01763885,"b":0.24708303,"edge":"VOO","lead":"VOO"},"annualised":{"a":-0.01313309,"b":0.17824759,"edge":"VOO","lead":"VOO"},"price":{"a":-0.01863465,"b":0.22552253,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.14115742,"b":0.11471442,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.09809163,"b":0.06814109,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.16141545,"b":-0.08377998,"edge":"VOO","lead":"VOO","aPeak":"2025-07-25","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":-0.04222366,"b":0.1319406,"edge":"VOO","lead":"VOO"},"sharpe":{"a":-0.29912459,"b":1.15016572,"edge":"VOO","lead":"VOO"},"sortino":{"a":-0.43045116,"b":1.93628552,"edge":"VOO","lead":"VOO"},"calmar":{"a":-0.08136202,"b":2.12756775,"edge":"VOO","lead":"VOO"}},"relative":{"RW":{"on":"VOO","beta":0.87697854,"r2":0.50793313,"alpha":-0.15793273,"alphaT":-1.81384605,"alphaLow":-0.33167948,"alphaHigh":0.01581402,"upsideCapture":0.50956182,"downsideCapture":1.03037621,"treynor":-0.04814674,"trackingError":0.10001898,"informationRatio":-1.74131207,"upWeeks":41,"downWeeks":29,"treynorReference":0.1319406,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"VOO (slight)","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"RW":{"kept":"2026-11-01","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":70,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.01763885}},"VOO":{"kept":"2026-11-01","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":70,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.24708303}}}}