{"schemaVersion":1,"ticker":"STEN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/sten/","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, STEN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/sten/"},"benchmark":{"ticker":"IVV","name":"iShares Core S&P 500 ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"STEN","b":"IVV","window":{"from":"2025-10-10","to":"2026-10-23","firstReturn":"2025-10-17","weeklyReturns":54,"years":1.03,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03790656,"perWeek":0.0007289724,"days":259,"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":0.15079065,"b":0.17685759,"edge":"IVV","lead":"IVV"},"annualised":{"a":0.14481998,"b":0.16978085,"edge":"IVV","lead":"IVV"},"price":{"a":0.14722087,"b":0.16313624,"edge":"IVV (slight)","lead":"IVV"},"volatility":{"a":0.08100611,"b":0.12112208,"edge":"STEN","lead":"STEN"},"downsideDeviation":{"a":0.04511714,"b":0.07012386,"edge":"STEN","lead":"STEN"},"maxDrawdown":{"a":-0.05799263,"b":-0.08377715,"edge":"STEN","lead":"STEN","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.10071735,"b":0.12629347,"edge":"IVV","lead":"IVV"},"sharpe":{"a":1.2433302,"b":1.0426957,"edge":"STEN","lead":"STEN"},"sortino":{"a":2.23235218,"b":1.80100554,"edge":"STEN","lead":"STEN"},"calmar":{"a":2.49721334,"b":2.02657703,"edge":"STEN","lead":"STEN"}},"relative":{"STEN":{"on":"IVV","beta":0.66162623,"r2":0.9786704,"alpha":0.01715828,"alphaT":1.44859263,"alphaLow":-0.00661003,"alphaHigh":0.04092659,"upsideCapture":0.63495405,"downsideCapture":0.69674124,"treynor":0.15222696,"trackingError":0.0426579,"informationRatio":-0.59956351,"upWeeks":31,"downWeeks":23,"treynorReference":0.12629347,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IVV","lead":"IVV"},"downsideCapture":{"edge":"STEN","lead":"STEN"},"treynor":{"edge":"STEN","lead":"STEN"},"informationRatio":{"edge":null,"lead":"IVV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"STEN":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":54,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.15079065}},"IVV":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":54,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.17685759}}}}