{"schemaVersion":1,"ticker":"VHT","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vht/","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, VHT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vht/"},"benchmark":{"ticker":"FHLC","name":"MSCI US Investable Market Index (IMI)/Health Care 25/50","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VHT","b":"FHLC","window":{"from":"2013-11-01","to":"2026-10-23","firstReturn":"2013-11-08","weeklyReturns":677,"years":12.97,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01962546,"perWeek":0.0003774127,"days":3244,"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":3.14293255,"b":3.0934238,"edge":"Tie"},"annualised":{"a":0.11536004,"b":0.11433057,"edge":"Tie"},"price":{"a":2.42214675,"b":2.40015817,"edge":"Tie"},"volatility":{"a":0.16715304,"b":0.16566965,"edge":"Tie"},"downsideDeviation":{"a":0.11588145,"b":0.11490905,"edge":"Tie"},"maxDrawdown":{"a":-0.25642914,"b":-0.2520768,"edge":"Tie","aPeak":"2020-01-17","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.10368747,"b":0.102506,"edge":"Tie"},"sharpe":{"a":0.62031463,"b":0.61873734,"edge":"Tie"},"sortino":{"a":0.89477201,"b":0.89206204,"edge":"Tie"},"calmar":{"a":0.44987101,"b":0.45355452,"edge":"Tie"}},"relative":{"VHT":{"on":"FHLC","beta":1.00788628,"r2":0.99788485,"alpha":0.00037308,"alphaT":0.17434037,"alphaLow":-0.00382872,"alphaHigh":0.00457489,"upsideCapture":1.0073856,"downsideCapture":1.00229108,"treynor":0.10287616,"trackingError":0.00779772,"informationRatio":0.15151542,"upWeeks":385,"downWeeks":289,"treynorReference":0.102506,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"VHT","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VHT":{"kept":"2026-10-26","distributions":47,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":677,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.14293255}},"FHLC":{"kept":"2026-10-26","distributions":54,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":677,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.0934238}}}}