{"schemaVersion":1,"ticker":"VLUE","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vlue/","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, VLUE against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vlue/"},"benchmark":{"ticker":"MLRG","name":"MSCI USA Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VLUE","b":"MLRG","window":{"from":"2013-04-26","to":"2026-10-23","firstReturn":"2013-05-03","weeklyReturns":704,"years":13.49,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0188792,"perWeek":0.0003630615,"days":3375,"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":4.2897886,"b":4.64588538,"edge":"MLRG (slight)","lead":"MLRG"},"annualised":{"a":0.13093016,"b":0.13638545,"edge":"MLRG (slight)","lead":"MLRG"},"price":{"a":2.80389841,"b":3.45916208,"edge":"MLRG","lead":"MLRG"},"volatility":{"a":0.18282743,"b":0.16194741,"edge":"MLRG","lead":"MLRG"},"downsideDeviation":{"a":0.12709864,"b":0.11299151,"edge":"MLRG","lead":"MLRG"},"maxDrawdown":{"a":-0.37491705,"b":-0.33176847,"edge":"MLRG","lead":"MLRG","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.12114606,"b":0.12235481,"edge":"Tie"},"sharpe":{"a":0.66262517,"b":0.75552188,"edge":"MLRG","lead":"MLRG"},"sortino":{"a":0.9531657,"b":1.08286726,"edge":"MLRG","lead":"MLRG"},"calmar":{"a":0.34922433,"b":0.41108622,"edge":"MLRG","lead":"MLRG"}},"relative":{"VLUE":{"on":"MLRG","beta":1.00274275,"r2":0.78894063,"alpha":-0.00154434,"alphaT":-0.06723568,"alphaLow":-0.04664051,"alphaHigh":0.04355183,"upsideCapture":0.96224568,"downsideCapture":0.98425041,"treynor":0.1208147,"trackingError":0.08399429,"informationRatio":-0.01439084,"upWeeks":416,"downWeeks":287,"treynorReference":0.12235481,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"MLRG (slight)","lead":"MLRG"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"MLRG","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VLUE":{"kept":"2026-10-26","distributions":55,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":704,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.2897886}},"MLRG":{"kept":"2026-10-26","distributions":55,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":704,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.64588538}}}}