{"schemaVersion":1,"ticker":"SPMO","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/spmo/","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, SPMO against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/spmo/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SPMO","b":"VOO","window":{"from":"2015-10-23","to":"2026-10-23","firstReturn":"2015-10-30","weeklyReturns":574,"years":11.0,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02309164,"perWeek":0.0004440699,"days":2750,"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":5.19840042,"b":3.41211197,"edge":"SPMO","lead":"SPMO"},"annualised":{"a":0.17970783,"b":0.14393154,"edge":"SPMO","lead":"SPMO"},"price":{"a":4.42891821,"b":2.67248449,"edge":"SPMO","lead":"SPMO"},"volatility":{"a":0.19024096,"b":0.16747192,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.12627363,"b":0.11650309,"edge":"VOO (slight)","lead":"VOO"},"maxDrawdown":{"a":-0.2830448,"b":-0.31777419,"edge":"SPMO","lead":"SPMO","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.16056771,"b":0.12567625,"edge":"SPMO","lead":"SPMO"},"sharpe":{"a":0.84402281,"b":0.75043178,"edge":"SPMO","lead":"SPMO"},"sortino":{"a":1.27158547,"b":1.07873748,"edge":"SPMO","lead":"SPMO"},"calmar":{"a":0.63490949,"b":0.45293653,"edge":"SPMO","lead":"SPMO"}},"relative":{"SPMO":{"on":"VOO","beta":0.97757458,"r2":0.74058637,"alpha":0.0377098,"alphaT":1.28494859,"alphaLow":-0.01993186,"alphaHigh":0.09535147,"upsideCapture":0.98877663,"downsideCapture":0.93789141,"treynor":0.16425111,"trackingError":0.09696755,"informationRatio":0.35982617,"upWeeks":336,"downWeeks":237,"treynorReference":0.12567625,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"SPMO (slight)","lead":"SPMO"},"treynor":{"edge":"SPMO","lead":"SPMO"},"informationRatio":{"edge":null,"lead":"SPMO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SPMO":{"kept":"2026-10-26","distributions":43,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":574,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":5.19840042}},"VOO":{"kept":"2026-10-26","distributions":44,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":574,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.41211197}}}}