{"schemaVersion":1,"ticker":"VEGA","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vega/","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, VEGA against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vega/"},"benchmark":{"ticker":"ACWI","name":"All-country world (ACWI)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate","status":"not-read"},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":0.0,"fiscalYearEnd":"2026-06-30","filed":"2026-09-01","url":"https://www.sec.gov/Archives/edgar/data/1408970/000182912626009612/advisorshares_ncsr.htm"}},"kind":"benchmark","a":"VEGA","b":"ACWI","window":{"from":"2012-09-28","to":"2026-10-23","firstReturn":"2012-10-05","weeklyReturns":734,"years":14.07,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.018156,"perWeek":0.0003491539,"days":3516,"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":1.28700598,"b":3.42295693,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.06035717,"b":0.11107996,"edge":"ACWI","lead":"ACWI"},"price":{"a":1.09609903,"b":2.35832084,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.1082133,"b":0.15362586,"edge":"VEGA","lead":"VEGA"},"downsideDeviation":{"a":0.07863744,"b":0.10741829,"edge":"VEGA","lead":"VEGA"},"maxDrawdown":{"a":-0.23723981,"b":-0.32084971,"edge":"VEGA","lead":"VEGA","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.04637594,"b":0.09915733,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":0.42856041,"b":0.64544689,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.58974375,"b":0.92309539,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.2544142,"b":0.34620559,"edge":"ACWI","lead":"ACWI"}},"relative":{"VEGA":{"on":"ACWI","beta":0.63434476,"r2":0.81099482,"alpha":-0.016524,"alphaT":-1.31344663,"alphaLow":-0.04122243,"alphaHigh":0.00817444,"upsideCapture":0.53577391,"downsideCapture":0.73661604,"treynor":0.07310841,"trackingError":0.07327211,"informationRatio":-0.72034767,"upWeeks":428,"downWeeks":304,"treynorReference":0.09915733,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWI","lead":"ACWI"},"downsideCapture":{"edge":"VEGA","lead":"VEGA"},"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":{"VEGA":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":734,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.28700598}},"ACWI":{"kept":"2026-10-26","distributions":30,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":734,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.42295693}}}}