{"schemaVersion":1,"ticker":"THLV","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/thlv/","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, THLV against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/thlv/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"THLV","b":"VOO","window":{"from":"2022-09-23","to":"2026-11-06","firstReturn":"2022-09-30","weeklyReturns":215,"years":4.12,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.04567175,"perWeek":0.0008783028,"days":1030,"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":0.44409168,"b":1.11133908,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.09294841,"b":0.1981129,"edge":"VOO","lead":"VOO"},"price":{"a":0.35641711,"b":0.99037188,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.11450183,"b":0.1442121,"edge":"THLV","lead":"THLV"},"downsideDeviation":{"a":0.07857169,"b":0.09248025,"edge":"THLV","lead":"THLV"},"maxDrawdown":{"a":-0.12293913,"b":-0.1668507,"edge":"THLV","lead":"THLV","aPeak":"2024-11-29","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.0498091,"b":0.14573712,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.43500707,"b":1.01057486,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.63393193,"b":1.57587289,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.75605233,"b":1.18736634,"edge":"VOO","lead":"VOO"}},"relative":{"THLV":{"on":"VOO","beta":0.59056153,"r2":0.553234,"alpha":-0.03625763,"alphaT":-0.95170981,"alphaLow":-0.11135378,"alphaHigh":0.03883851,"upsideCapture":0.46196418,"downsideCapture":0.69550594,"treynor":0.08434194,"trackingError":0.09666348,"informationRatio":-0.99239149,"upWeeks":124,"downWeeks":91,"treynorReference":0.14573712,"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":"THLV","lead":"THLV"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"THLV":{"kept":"2026-11-10","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":215,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.44409168}},"VOO":{"kept":"2026-11-10","distributions":17,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":16,"agree":16},"vendor":{"weeks":215,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.11133908}}}}