{"schemaVersion":1,"ticker":"THMZ","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/thmz/","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, THMZ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/thmz/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"THMZ","b":"ACWI","window":{"from":"2025-04-17","to":"2026-10-23","firstReturn":"2025-04-25","weeklyReturns":79,"years":1.52,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.039345,"perWeek":0.0007566346,"days":380,"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":0.29854463,"b":0.43997562,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.18762814,"b":0.27125819,"edge":"ACWI","lead":"ACWI"},"price":{"a":0.28888735,"b":0.40754039,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.16026138,"b":0.12540911,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.0938167,"b":0.07121697,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.15612134,"b":-0.08859988,"edge":"ACWI","lead":"ACWI","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2026-02-20","bTrough":"2026-03-27"},"excess":{"a":0.14547492,"b":0.2089375,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":0.90773532,"b":1.6660472,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":1.55062918,"b":2.93381611,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":1.20180972,"b":3.06160901,"edge":"ACWI","lead":"ACWI"}},"relative":{"THMZ":{"on":"ACWI","beta":1.20080802,"r2":0.8829733,"alpha":-0.10541891,"alphaT":-2.29363184,"alphaLow":-0.19694007,"alphaHigh":-0.01389774,"upsideCapture":1.01538066,"downsideCapture":1.19842397,"treynor":0.12114752,"trackingError":0.06033134,"informationRatio":-1.05190066,"upWeeks":48,"downWeeks":31,"treynorReference":0.2089375,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"ACWI","lead":"ACWI"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"ACWI","lead":"ACWI"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"THMZ":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":79,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.29854463}},"ACWI":{"kept":"2026-10-26","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":79,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.43997562}}}}