{"schemaVersion":1,"ticker":"TIIV","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tiiv/","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, TIIV against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/tiiv/"},"benchmark":{"ticker":"ACWX","name":"MSCI AC WORLD INDEX ex USA Net","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"TIIV","b":"ACWX","window":{"from":"2025-08-01","to":"2026-10-30","firstReturn":"2025-08-08","weeklyReturns":65,"years":1.25,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03843195,"perWeek":0.0007390759,"days":313,"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":0.25645297,"b":0.25655357,"edge":"Tie"},"annualised":{"a":0.20037513,"b":0.20045202,"edge":"Tie"},"price":{"a":0.21446956,"b":0.22329612,"edge":"ACWX (slight)","lead":"ACWX"},"volatility":{"a":0.12612272,"b":0.14759297,"edge":"TIIV","lead":"TIIV"},"downsideDeviation":{"a":0.08785228,"b":0.10162861,"edge":"TIIV","lead":"TIIV"},"maxDrawdown":{"a":-0.08793343,"b":-0.10906649,"edge":"TIIV","lead":"TIIV","aPeak":"2026-02-20","aTrough":"2026-03-20","bPeak":"2026-02-27","bTrough":"2026-03-27"},"excess":{"a":0.1524164,"b":0.15537775,"edge":"Tie"},"sharpe":{"a":1.20847691,"b":1.05274495,"edge":"TIIV","lead":"TIIV"},"sortino":{"a":1.73491675,"b":1.52887803,"edge":"TIIV","lead":"TIIV"},"calmar":{"a":2.27871384,"b":1.83788828,"edge":"TIIV","lead":"TIIV"}},"relative":{"TIIV":{"on":"ACWX","beta":0.76448918,"r2":0.80036362,"alpha":0.03363179,"alphaT":0.65497069,"alphaLow":-0.06898008,"alphaHigh":0.13624366,"upsideCapture":0.77475912,"downsideCapture":0.82425443,"treynor":0.19937025,"trackingError":0.0662106,"informationRatio":-0.04472628,"upWeeks":42,"downWeeks":23,"treynorReference":0.15537775,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWX","lead":"ACWX"},"downsideCapture":{"edge":"TIIV","lead":"TIIV"},"treynor":{"edge":"TIIV","lead":"TIIV"},"informationRatio":{"edge":null,"lead":"ACWX","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TIIV":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":65,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.25645297}},"ACWX":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":65,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.25655357}}}}