{"schemaVersion":1,"ticker":"VEGI","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vegi/","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, VEGI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/vegi/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"MSCI All Country World Index","namedIn":"its shareholder report","status":"priced","via":"ACWI","r2":0.0701,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":19.30270265,"ref":12.22119582,"gap":7.08150683}},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"ACWI","name":"MSCI All Country World Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"VEGI","b":"ACWI","window":{"from":"2012-02-10","to":"2026-10-30","firstReturn":"2012-02-17","weeklyReturns":768,"years":14.72,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.01743433,"perWeek":0.0003352756,"days":3682,"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":1.35970501,"b":3.58681302,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.05985286,"b":0.10863813,"edge":"ACWI","lead":"ACWI"},"price":{"a":0.78418972,"b":2.43397887,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.17364025,"b":0.15288048,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.12126468,"b":0.10696028,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.357596,"b":-0.32084971,"edge":"ACWI","lead":"ACWI","aPeak":"2018-01-26","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.05585309,"b":0.09755914,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":0.3216598,"b":0.63813993,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.46058827,"b":0.91210622,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.16737563,"b":0.33859506,"edge":"ACWI","lead":"ACWI"}},"relative":{"VEGI":{"on":"ACWI","beta":0.86039913,"r2":0.57385632,"alpha":-0.02808671,"alphaT":-0.94792055,"alphaLow":-0.08625198,"alphaHigh":0.03007856,"upsideCapture":0.72251342,"downsideCapture":0.90093528,"treynor":0.06491532,"trackingError":0.1153435,"informationRatio":-0.36158126,"upWeeks":446,"downWeeks":320,"treynorReference":0.09755914,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWI","lead":"ACWI"},"downsideCapture":{"edge":"VEGI (slight)","lead":"VEGI"},"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":{"VEGI":{"kept":"2026-11-01","distributions":31,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":768,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.35970501}},"ACWI":{"kept":"2026-11-01","distributions":31,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":768,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.58681302}}}}}