{"schemaVersion":1,"ticker":"SMOM","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/smom/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, SMOM against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/smom/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SMOM","b":"VOO","window":{"from":"2025-09-19","to":"2026-11-06","firstReturn":"2025-09-26","weeklyReturns":59,"years":1.13,"short":true,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.0381088,"perWeek":0.0007328616,"days":284,"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":0.09501502,"b":0.12095241,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.08328596,"b":0.10586968,"edge":"VOO","lead":"VOO"},"price":{"a":0.09326108,"b":0.10495603,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.11418437,"b":0.12117467,"edge":"SMOM (slight)","lead":"SMOM"},"downsideDeviation":{"a":0.08166753,"b":0.07497703,"edge":"VOO (slight)","lead":"VOO"},"maxDrawdown":{"a":-0.0662752,"b":-0.08377998,"edge":"SMOM","lead":"SMOM","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.04839512,"b":0.06979338,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.42383314,"b":0.5759733,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.59258709,"b":0.93086349,"edge":"VOO","lead":"VOO"},"calmar":{"a":1.2566687,"b":1.26366321,"edge":"Tie"}},"relative":{"SMOM":{"on":"VOO","beta":0.73616672,"r2":0.61032717,"alpha":-0.00298444,"alphaT":-0.04407059,"alphaLow":-0.13859037,"alphaHigh":0.13262149,"upsideCapture":0.6582165,"downsideCapture":0.77398849,"treynor":0.06573935,"trackingError":0.07811951,"informationRatio":-0.2739169,"upWeeks":32,"downWeeks":27,"treynorReference":0.06979338,"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":"SMOM","lead":"SMOM"},"treynor":{"edge":"VOO (slight)","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":{"SMOM":{"kept":"2026-11-10","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":59,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.09501502}},"VOO":{"kept":"2026-11-10","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":16,"agree":16},"vendor":{"weeks":59,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12095241}}}}