{"schemaVersion":1,"ticker":"SSXU","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ssxu/","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, SSXU against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ssxu/"},"benchmark":{"ticker":"ACWX","name":"MSCI ACWI ex USA Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SSXU","b":"ACWX","window":{"from":"2022-07-08","to":"2026-10-30","firstReturn":"2022-07-15","weeklyReturns":225,"years":4.31,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04476997,"perWeek":0.000860961,"days":1079,"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":0.48348758,"b":0.8220555,"edge":"ACWX","lead":"ACWX"},"annualised":{"a":0.09543249,"b":0.1487319,"edge":"ACWX","lead":"ACWX"},"price":{"a":0.36933119,"b":0.63460254,"edge":"ACWX","lead":"ACWX"},"volatility":{"a":0.14138402,"b":0.15389675,"edge":"SSXU (slight)","lead":"SSXU"},"downsideDeviation":{"a":0.10098976,"b":0.10544361,"edge":"SSXU (slight)","lead":"SSXU"},"maxDrawdown":{"a":-0.13448796,"b":-0.16131757,"edge":"SSXU","lead":"SSXU","aPeak":"2022-08-12","aTrough":"2022-10-14","bPeak":"2022-08-12","bTrough":"2022-10-14"},"excess":{"a":0.05645673,"b":0.10589956,"edge":"ACWX","lead":"ACWX"},"sharpe":{"a":0.3993148,"b":0.68812084,"edge":"ACWX","lead":"ACWX"},"sortino":{"a":0.55903422,"b":1.00432413,"edge":"ACWX","lead":"ACWX"},"calmar":{"a":0.70959875,"b":0.92198204,"edge":"ACWX","lead":"ACWX"}},"relative":{"SSXU":{"on":"ACWX","beta":0.89454061,"r2":0.94810919,"alpha":-0.03827473,"alphaT":-2.45531613,"alphaLow":-0.06899437,"alphaHigh":-0.00755508,"upsideCapture":0.80908082,"downsideCapture":0.96368623,"treynor":0.06311254,"trackingError":0.03606489,"informationRatio":-1.37094066,"upWeeks":130,"downWeeks":95,"treynorReference":0.10589956,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"ACWX","lead":"ACWX"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"ACWX","lead":"ACWX"},"downsideCapture":{"edge":"SSXU (slight)","lead":"SSXU"},"treynor":{"edge":"ACWX","lead":"ACWX"},"informationRatio":{"edge":null,"lead":"ACWX","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SSXU":{"kept":"2026-11-01","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":225,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.48348758}},"ACWX":{"kept":"2026-11-01","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":225,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.8220555}}}}