{"schemaVersion":1,"ticker":"THIR","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/thir/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, THIR against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/thir/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"THIR","b":"VOO","window":{"from":"2024-10-04","to":"2026-11-06","firstReturn":"2024-10-11","weeklyReturns":109,"years":2.09,"short":true,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.04055115,"perWeek":0.0007798298,"days":522,"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":0.27861313,"b":0.31485293,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.12440154,"b":0.13949401,"edge":"VOO","lead":"VOO"},"price":{"a":0.27053913,"b":0.28356594,"edge":"VOO (slight)","lead":"VOO"},"volatility":{"a":0.12547223,"b":0.14787382,"edge":"THIR","lead":"THIR"},"downsideDeviation":{"a":0.07688426,"b":0.09755812,"edge":"THIR","lead":"THIR"},"maxDrawdown":{"a":-0.0873231,"b":-0.1668507,"edge":"THIR","lead":"THIR","aPeak":"2026-02-06","aTrough":"2026-03-27","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.08457973,"b":0.10106157,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.67409123,"b":0.68343109,"edge":"Tie"},"sortino":{"a":1.1000916,"b":1.0359114,"edge":"THIR (slight)","lead":"THIR"},"calmar":{"a":1.42461217,"b":0.83604094,"edge":"THIR","lead":"THIR"}},"relative":{"THIR":{"on":"VOO","beta":0.68180038,"r2":0.64565698,"alpha":0.01567591,"alphaT":0.30109617,"alphaLow":-0.08753254,"alphaHigh":0.11888437,"upsideCapture":0.801925,"downsideCapture":0.88786929,"treynor":0.12405351,"trackingError":0.08827538,"informationRatio":-0.18670934,"upWeeks":59,"downWeeks":50,"treynorReference":0.10106157,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"THIR","lead":"THIR"},"treynor":{"edge":"THIR","lead":"THIR"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"THIR":{"kept":"2026-11-10","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":109,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.27861313}},"VOO":{"kept":"2026-11-10","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":16,"agree":16},"vendor":{"weeks":109,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.31485293}}}}