{"schemaVersion":1,"ticker":"TGLR","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tglr/","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, TGLR against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/tglr/"},"benchmark":{"ticker":"IWD","name":"Russell 1000 Value Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"TGLR","b":"IWD","window":{"from":"2023-08-18","to":"2026-10-30","firstReturn":"2023-08-25","weeklyReturns":167,"years":3.2,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04509937,"perWeek":0.0008672957,"days":800,"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":0.69745403,"b":0.74850177,"edge":"IWD (slight)","lead":"IWD"},"annualised":{"a":0.17910879,"b":0.19003763,"edge":"IWD (slight)","lead":"IWD"},"price":{"a":0.6373105,"b":0.64682287,"edge":"Tie"},"volatility":{"a":0.14379026,"b":0.12296277,"edge":"IWD","lead":"IWD"},"downsideDeviation":{"a":0.092611,"b":0.0827448,"edge":"IWD","lead":"IWD"},"maxDrawdown":{"a":-0.17448961,"b":-0.13905612,"edge":"IWD","lead":"IWD","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.13021321,"b":0.13673409,"edge":"IWD (slight)","lead":"IWD"},"sharpe":{"a":0.90557742,"b":1.1119958,"edge":"IWD","lead":"IWD"},"sortino":{"a":1.40602327,"b":1.65247955,"edge":"IWD","lead":"IWD"},"calmar":{"a":1.02647252,"b":1.3666254,"edge":"IWD","lead":"IWD"}},"relative":{"TGLR":{"on":"IWD","beta":1.03388524,"r2":0.78168725,"alpha":-0.01115414,"alphaT":-0.293142,"alphaLow":-0.0862824,"alphaHigh":0.06397411,"upsideCapture":0.92470979,"downsideCapture":0.95520811,"treynor":0.12594552,"trackingError":0.06731357,"informationRatio":-0.09687311,"upWeeks":102,"downWeeks":64,"treynorReference":0.13673409,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWD (slight)","lead":"IWD"},"downsideCapture":{"edge":"TGLR (slight)","lead":"TGLR"},"treynor":{"edge":"IWD (slight)","lead":"IWD"},"informationRatio":{"edge":null,"lead":"IWD","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TGLR":{"kept":"2026-11-01","distributions":32,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":167,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.69745403}},"IWD":{"kept":"2026-11-01","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":167,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.74850177}}}}