{"schemaVersion":1,"ticker":"SETM","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/setm/","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, SETM against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/setm/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SETM","b":"VOO","window":{"from":"2023-02-10","to":"2026-10-30","firstReturn":"2023-02-17","weeklyReturns":194,"years":3.72,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04602728,"perWeek":0.00088514,"days":931,"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":0.34277007,"b":0.9475745,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.08220546,"b":0.19562875,"edge":"VOO","lead":"VOO"},"price":{"a":0.26476684,"b":0.85272785,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.36232782,"b":0.13904466,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.25604726,"b":0.09037164,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.38989497,"b":-0.1668507,"edge":"VOO","lead":"VOO","aPeak":"2024-05-17","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.09884902,"b":0.14258205,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.27281653,"b":1.02544066,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.38605771,"b":1.57773,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.21084001,"b":1.17247789,"edge":"VOO","lead":"VOO"}},"relative":{"SETM":{"on":"VOO","beta":1.47750146,"r2":0.32148528,"alpha":-0.11181616,"alphaT":-0.7145372,"alphaLow":-0.42047163,"alphaHigh":0.1968393,"upsideCapture":1.1688839,"downsideCapture":1.29313926,"treynor":0.06690282,"trackingError":0.30575245,"informationRatio":-0.14303411,"upWeeks":114,"downWeeks":80,"treynorReference":0.14258205,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SETM","lead":"SETM"},"downsideCapture":{"edge":"VOO","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":{"SETM":{"kept":"2026-11-01","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2023-12-14","amount":0.43769,"vendor":0.418834}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":194,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.34277007}},"VOO":{"kept":"2026-11-01","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":194,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.9475745}}}}