{"schemaVersion":1,"ticker":"SOCL","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/socl/","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, SOCL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/socl/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SOCL","b":"ACWI","window":{"from":"2011-11-25","to":"2026-10-23","firstReturn":"2011-12-02","weeklyReturns":778,"years":14.91,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01716358,"perWeek":0.0003300689,"days":3729,"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":2.5220396,"b":4.36635846,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.087794,"b":0.11884613,"edge":"ACWI","lead":"ACWI"},"price":{"a":2.36850394,"b":2.97465146,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.24842669,"b":0.15452148,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.16715058,"b":0.10681769,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.67580477,"b":-0.32084971,"edge":"ACWI","lead":"ACWI","aPeak":"2021-02-12","aTrough":"2022-10-28","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.09779914,"b":0.10725386,"edge":"ACWI (slight)","lead":"ACWI"},"sharpe":{"a":0.39367406,"b":0.69410326,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.58509605,"b":1.0040833,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.1299103,"b":0.3704106,"edge":"ACWI","lead":"ACWI"}},"relative":{"SOCL":{"on":"ACWI","beta":1.13991992,"r2":0.5027243,"alpha":-0.02446167,"alphaT":-0.5372699,"alphaLow":-0.11383739,"alphaHigh":0.06491405,"upsideCapture":1.18367089,"downsideCapture":1.14216872,"treynor":0.08579475,"trackingError":0.17651411,"informationRatio":-0.05356352,"upWeeks":454,"downWeeks":322,"treynorReference":0.10725386,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SOCL","lead":"SOCL"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SOCL":{"kept":"2026-10-26","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":778,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.5220396}},"ACWI":{"kept":"2026-10-26","distributions":32,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":778,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.36635846}}}}