etf_scorecard
The risk and return scorecard for one ETF against its own ETFIQ benchmark, or, with versus, for two ETFs side by side as their comparison page prints it: total, annualised and price return, volatility, downside deviation, maximum drawdown with its dates, Sharpe, Sortino and Calmar, and beta, R2, upside and downside capture, tracking error and alpha with its t-stat and 95% range. The window, the count of weekly returns and the risk-free rate come with it. alpha_test.significant is true only when |t| is at least 2 and the range leaves out zero.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | One fund's ticker, such as JEPI. | |
| versus | No | Optional: a second fund, for the pair scorecard. |