{"schemaVersion":1,"ticker":"SCHF","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/schf/","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, SCHF against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/schf/"},"benchmark":{"ticker":"EFA","name":"MSCI EAFE Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SCHF","b":"EFA","window":{"from":"2009-11-13","to":"2026-10-23","firstReturn":"2009-11-20","weeklyReturns":884,"years":16.94,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01521862,"perWeek":0.0002926657,"days":4238,"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":2.22454222,"b":2.01540372,"edge":"SCHF (slight)","lead":"SCHF"},"annualised":{"a":0.07129699,"b":0.06707954,"edge":"SCHF (slight)","lead":"SCHF"},"price":{"a":1.06792744,"b":0.82032636,"edge":"SCHF","lead":"SCHF"},"volatility":{"a":0.17058515,"b":0.17210158,"edge":"Tie"},"downsideDeviation":{"a":0.12147419,"b":0.12244942,"edge":"Tie"},"maxDrawdown":{"a":-0.33772467,"b":-0.33412933,"edge":"Tie","aPeak":"2018-01-26","aTrough":"2020-03-20","bPeak":"2018-01-26","bTrough":"2020-03-20"},"excess":{"a":0.06834317,"b":0.06464545,"edge":"SCHF (slight)","lead":"SCHF"},"sharpe":{"a":0.40063959,"b":0.3756238,"edge":"SCHF (slight)","lead":"SCHF"},"sortino":{"a":0.5626147,"b":0.52793594,"edge":"SCHF (slight)","lead":"SCHF"},"calmar":{"a":0.21110982,"b":0.2007592,"edge":"SCHF (slight)","lead":"SCHF"}},"relative":{"SCHF":{"on":"EFA","beta":0.98522637,"r2":0.98800535,"alpha":0.00465277,"alphaT":1.02486233,"alphaLow":-0.00425749,"alphaHigh":0.01356302,"upsideCapture":0.99235736,"downsideCapture":0.98989028,"treynor":0.06936798,"trackingError":0.01885472,"informationRatio":0.1961163,"upWeeks":490,"downWeeks":391,"treynorReference":0.06464545,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"SCHF (slight)","lead":"SCHF"},"informationRatio":{"edge":null,"lead":"SCHF","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SCHF":{"kept":"2026-10-26","distributions":26,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":884,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.22454222}},"EFA":{"kept":"2026-10-26","distributions":35,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":884,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.01540372}}}}